• haarfisz

  • Referenced in 17 articles [sw11198]
  • time-varying, piecewise constant local variance of a locally stationary Gaussian time series. We apply ... spectral structure in the locally stationary wavelet model. Our method combines Haar wavelets...
  • dSTEM

  • Referenced in 3 articles [sw36073]
  • long data sequences modeled as piecewise constant functions plus stationary ergodic Gaussian noise...
  • basta

  • Referenced in 11 articles [sw29265]
  • time, illustrates the importance of non-stationary modelling in financial time series. Motivated by this ... auto-regressive conditional heteroscedastic model for financial returns with piecewise constant parameter values. Our method...
  • factorcpt

  • Referenced in 5 articles [sw18260]
  • treatment of high-dimensional time series factor models with multiple change-points in their second ... operate under the most flexible definition of piecewise stationarity, and estimate the number and locations ... simple graphical tool for visualising the piecewise stationary evolution of the factor structure over time...
  • EFICA

  • Referenced in 2 articles [sw08751]
  • algorithm EFICA, called Block EFICA, for piecewise stationary and non Gaussian signals. In contrast ... various features not comprised by standard ICA models. Block EFICA theoretically achieves Cramér-Rao bound...
  • QPALM

  • Referenced in 2 articles [sw35397]
  • latter requires the zero of a monotone, piecewise affine function. QPALM is implemented in open ... Maros-Meszaros problems and finding a stationary point for most of the nonconvex ... application domains such as portfolio optimization and model predictive control. As such, QPALM strikes...
  • Expokit

  • Referenced in 173 articles [sw00258]
  • Expokit provides a set of routines aimed at...
  • Gmsh

  • Referenced in 576 articles [sw00366]
  • Gmsh is a 3D finite element grid generator...
  • LAPACK

  • Referenced in 1626 articles [sw00503]
  • LAPACK is written in Fortran 90 and provides...
  • Maple

  • Referenced in 5040 articles [sw00545]
  • The result of over 30 years of cutting...
  • Mathematica

  • Referenced in 5883 articles [sw00554]
  • Almost any workflow involves computing results, and that...
  • Matlab

  • Referenced in 12074 articles [sw00558]
  • MATLAB® is a high-level language and interactive...
  • NAG

  • Referenced in 417 articles [sw00610]
  • Produced by experts for use in a variety...
  • Octave

  • Referenced in 284 articles [sw00646]
  • GNU Octave is a high-level language, primarily...
  • PLTMG

  • Referenced in 215 articles [sw00717]
  • PLTMG 11.0 is a package for solving elliptic...
  • R

  • Referenced in 8359 articles [sw00771]
  • R is a language and environment for statistical...
  • REDUCE

  • Referenced in 739 articles [sw00789]
  • REDUCE is an interactive system for general algebraic...
  • SageMath

  • Referenced in 1620 articles [sw00825]
  • Sage (SageMath) is free, open-source math software...
  • SuperLU

  • Referenced in 171 articles [sw00930]
  • SuperLU is a general purpose library for the...
  • UMFPACK

  • Referenced in 354 articles [sw00989]
  • An ANSI C code for sparse LU factorization...