Low Redundancy Estimation of Correlation Matrices for Time Series Using Triangular Bounds

Erik Scharwächter, Fabian Geier, Lukas Faber, Emmanuel Müller. Low Redundancy Estimation of Correlation Matrices for Time Series Using Triangular Bounds. In Dinh Q. Phung, Vincent S. Tseng, Geoffrey I. Webb, Bao Ho, Mohadeseh Ganji, Lida Rashidi, editors, Advances in Knowledge Discovery and Data Mining - 22nd Pacific-Asia Conference, PAKDD 2018, Melbourne, VIC, Australia, June 3-6, 2018, Proceedings, Part II. Volume 10938 of Lecture Notes in Computer Science, pages 458-470, Springer, 2018. [doi]

Authors

Erik Scharwächter

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Fabian Geier

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Lukas Faber

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Emmanuel Müller

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