Principal component analysis can be a powerful tool for detecting similarity between time series, and whether a series ceases to resemble one group of signals and begins to resemble another. I extract three principal components and create a three-dimensional dot plot. My function
msPCABoxNF3 used to label each dot with an
Epilog, but with Mathematica 11.3 it became possible to use
We can show the evolution of these relationships over time using Manipulate (a snapshot of the tool is shown below)
Mathematica can also export videos of these things, as shown below. The following runs a bit quicker than I would like but I’m not going to solve the problem for the sake of this post.