Polarization of forecast densities: a new approach to time series classification
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Publication:1615245
DOI10.1016/j.csda.2013.10.008zbMath1471.62121OpenAlexW2050028138MaRDI QIDQ1615245
Elizabeth Ann Maharaj, Shen Liu, Brett A. Inder
Publication date: 2 November 2018
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://eprints.qut.edu.au/73236/3/73236a.pdf
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)
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