Time‐series clustering via quasi U‐statistics

DOI10.1111/j.1467-9892.2012.00793.xzbMath1281.62208OpenAlexW1586499019MaRDI QIDQ5397936

Marcio Valk, Aluísio S. Pinheiro

Publication date: 25 February 2014

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9892.2012.00793.x

zbMATH Keywords

stationary time seriesnon-stationary time seriesnonparametric testshigher-order asymptoticstime-series clusteringtime-series classification

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Stationary stochastic processes (60G10)

Related Items (3)

U-Statistical Inference for Hierarchical Clustering ⋮ Autoregressive mixture models for clustering time series ⋮ Clustering and classification problems in genetics through U-statistics

Uses Software

• SLEX

Cites Work

• Mathematical methods of geoinformatics. III. Fuzzy comparisons and recognition of anomalies in time series
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• Identifying financial time series with similar dynamic conditional correlation
• Clustering of time series data -- a survey
• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• Testing equality of stationary autocovariances
• Discrimination and Clustering for Multivariate Time Series
• Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations
• Time Series Classification Based on Spectral Analysis
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
• A Class of Statistics with Asymptotically Normal Distribution
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