This repo provides a class MHP for doing basic experimentation with a Hawkes process. It works for both uni- and multivariate processes, and implements both synthetic sequence generation and parameter ...

This is a translation of the MEMD (Multivariate Empirical Mode Decomposition) code from Matlab to Python. The Matlab code was developed by [1] and is freely available ...

Abstract: With the proliferation of multivariate time series data in various fields, this paper proposes an anomaly detection method based on modelling the correlation of multivariate time series.

Abstract: With the proliferation of multivariate time series data in various fields, this paper proposes an anomaly detection method based on modelling the correlation of multivariate time series. The ...

Python is convenient and flexible, yet notably slower than other languages for raw computational speed. The Python ecosystem has compensated with tools that make crunching numbers at scale in Python ...

In semiconductor manufacturing, especially in electrical test data, but also in other parameters, there are often sets of parameters that are very highly correlated. Even a change in the correlation ...

My name is Christian Eltell. I was born in Colorado, but I've lived all my life in New York. I'm an NYU Tisch graduate with a Master's Degree in Cinema Studies, and a St. Joseph's College graduate ...