Pattern Recognition of Time Series using Wavelets

DOI10.1007/978-3-642-57489-4_76zbMath1444.62018OpenAlexW1504781550MaRDI QIDQ3298736

Elizabeth Ann Maharaj

Publication date: 15 July 2020

Published in: Compstat (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-642-57489-4_76

zbMATH Keywords

randomization testwavelet coefficientsstationary and non-stationary time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites Work

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• A test for a difference between spectral peak frequencies.
• Clusters of time series
• Comparison of non-stationary time series in the frequency domain
• Large-sample tests of homogeneity for time series models
• A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes
• Nonparametric Comparison of Cumulative Periodograms

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