Time Series Classification Based on Spectral Analysis
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Publication:5451123
DOI10.1080/03610910701723971zbMath1132.62078MaRDI QIDQ5451123
Publication date: 18 March 2008
Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/03610910701723971
classification; time series; spectral analysis; linear discriminant analysis; \(k\)-nearest-neighbor
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
62M15: Inference from stochastic processes and spectral analysis
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Spectral representation and autocovariance structure of Markov switching DSGE models, Time‐series clustering via quasi U‐statistics, Convolution-based linear discriminant analysis for functional data classification
Uses Software
Cites Work
- Discrimination and Clustering for Multivariate Time Series
- Nearest neighbor pattern classification
- Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
- THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
- The elements of statistical learning. Data mining, inference, and prediction
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