"Complex generalization of canonical correlation and its application to" by Motoyasu Miyata
 

Abstract

The concept of multiple coherence is generalized to study the association between two sets of time series. "Intergroup coherence" is introduced as a measure of the linear relationship between the time histories at a collection of points and the time histories at a different collection of points. This theory is applied to a spectral analysis of marigrams from Canton Island.

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