Digital Library of Zielona Góra contains 9 272 digital objects
Object
Title: An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams
Contributor:
Gamper, Johann - ed. ; Wrembel, Robert - ed.
Subtitle:
Group publication title:
Abstract:
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 speedups of cumulant updates compared with the current solutions. The proposed algorithm can be used for processing on-line high-frequency multivariate data and can find applications, e.g., in on-line signal filtering and classification of data streams. ; To present an application of this algorithm, we propose an estimator of non-Gaussianity of a data stream based on the norms of high order cumulant tensors. We show how to detect the transition from Gaussian distributed data to non-Gaussian ones in a data stream. In order to achieve high implementation efficiency of operations on super-symmetric tensors, such as cumulant tensors, we employ a block structure to store and calculate only one hyper-pyramid part of such tensors.
Publisher:
Zielona Góra: Uniwersytet Zielonogórski
Resource Identifier:
DOI:
Pages:
Source:
AMCS, volume 29, number 1 (2019) ; click here to follow the link
Language:
License CC BY 4.0:
Rights:
Biblioteka Uniwersytetu Zielonogórskiego
Object collections:
- Repository > Faculties > Faculty of Computer, Electrical and Control Engineering
- Repository > Types of work > Articles
- Repository > Scientific journals and UZ publishing series > International Journal of Applied Mathematics and Computer Science (AMCS) > International Journal of Applied Mathematics and Computer Science (AMCS) (2019)
Last modified:
Jul 14, 2025
In our library since:
Jul 10, 2025
Number of object content hits:
23
All available object's versions:
https://zbc.uz.zgora.pl/repozytorium/publication/100951
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 29, number 1 (2019)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 29, number 2 (2019)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 29, number 3 (2019)
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International Journal of Applied Mathematics and Computer Science (AMCS), volume 29, number 4 (2019)
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| Edition name | Date |
|---|---|
| An algorithm for arbitrary-order cumulant tensor calculation in a sliding window of data streams | Jul 14, 2025 |
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