An algorithm for arbitrary–order cumulant tensor calculation in a sliding window of data streams
High-order cumulant tensors carry information about statistics of non-normally distributed multivariate data. In this work we present a new efficient algorithm for calculation of cumulants of arbitrary orders in a sliding window for data streams. We show that this algorithm offers substantial speedu...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Sciendo
2019-03-01
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| Series: | International Journal of Applied Mathematics and Computer Science |
| Subjects: | |
| Online Access: | https://doi.org/10.2478/amcs-2019-0015 |