Clustering Locally Stationary Time Series Using Quantile Autocorrelations
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Cites work
- A Test for Second-Order Stationarity and Approximate Confidence Intervals for Localized Autocovariances for Locally Stationary Time Series
- Classification of non-stationary time series
- CLUSTER ANALYSIS FOR NON-GAUSSIAN LOCALLY STATIONARY PROCESSES
- Clustering nonstationary circadian rhythms using locally stationary wavelet representations
- Clustering of time series using quantile autocovariances
- Consistent classification of nonstationary time series using stochastic wavelet representations
- Discrimination of locally stationary time series using wavelets
- Fitting time series models to nonstationary processes
- scientific article; zbMATH DE number 3942813 (Why is no real title available?)
- scientific article; zbMATH DE number 3233300 (Why is no real title available?)
- Laplace Periodogram for Time Series Analysis
- Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis
- On forecasting SETAR processes
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
- Quantile Autoregression
- Quantile periodograms
- Quantile Spectral Analysis for Locally Stationary Time Series
- Quantile-based fuzzy clustering of multivariate time series in the frequency domain
- The cross-quantilogram: measuring quantile dependence and testing directional predictability between time series
- The SLEX model of a non-stationary random process
- Time series clustering and classification
- Two novel distances for ordinal time series and their application to fuzzy clustering
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