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CepLDA: Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability

Performs cepstral based discriminant analysis of groups of time series when there exists Variability in power spectra from time series within the same group as described in R.T. Krafty (2016) "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability" Journal of Time Series Analysis.

CepLDA.pdf