Discrimination of locally stationary time series using wavelets

DOI10.1016/j.csda.2007.05.010zbMath1452.62661OpenAlexW2071947970MaRDI QIDQ1020891

Andrés M. Alonso, Elizabeth Ann Maharaj

Publication date: 2 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.05.010

zbMATH Keywords

waveletstime seriesdiscriminant analysisMODWT variances

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

Related Items (14)

Robust functional supervised classification for time series ⋮ Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals ⋮ Polarization of forecast densities: a new approach to time series classification ⋮ A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples ⋮ Classification of multiple time signals using localized frequency characteristics applied to industrial process monitoring ⋮ Classification tree methods for panel data using wavelet-transformed time series ⋮ Discriminant analysis by quantile regression with application on the climate change problem ⋮ Fuzzy clustering of time series in the frequency domain ⋮ The hierarchical spectral merger algorithm: a new time series clustering procedure ⋮ Editorial: 2nd special issue on statistical signal extraction and filtering ⋮ Discrimination Measures for Fractional Integrated Models Based on Wavelets ⋮ Wavelet-based fuzzy clustering of interval time series ⋮ Classification of cyclical time series using complex demodulation ⋮ Wavelet-based fuzzy clustering of time series

Uses Software

• SLEX
• wmtsa
• WMTSA

Cites Work

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• Statistical Properties and Uses of the Wavelet Variance Estimator for the Scale Analysis of Time Series
• On estimation of the wavelet variance
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model

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