Clustering time series, subspace identification and cepstral distances

DOI10.4310/CIS.2005.V5.N1.A3zbMath1089.62103MaRDI QIDQ820196

Jeroen Boets, Marcelo Espinoza, Bart De Moor, Katrien De Cock

Publication date: 6 April 2006

Published in: Communications in Information and Systems (Search for Journal in Brave)

zbMATH Keywords

mutual informationlinear modelscanonical correlationsprincipal anglescepstrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Related Items (6)

Comparing several parametric and nonparametric approaches to time series clustering: a simulation study ⋮ Time series clustering based on nonparametric multidimensional forecast densities ⋮ Cophenetic-based fuzzy clustering of time series by linear dependency ⋮ Fuzzy clustering of time series in the frequency domain ⋮ The Autoregressive metric for comparing time series models ⋮ Cepstral identification of autoregressive systems

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