Classification tree methods for panel data using wavelet-transformed time series

DOI10.1016/J.CSDA.2018.05.019MaRDI QIDQ1663123zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Xin Zhao, S. Barber, Charles C. Taylor, Zoka Milan

Publication date 21 August 2018

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

Full work available at URL http://eprints.whiterose.ac.uk/131479/1/waveletCART-final.pdf

zbMATH Keywords

CARTpanel dataMODWTnoise exclusion

Mathematics Subject Classification ID

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

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Cites work

• scientific article; zbMATH DE number 3860199 (Why is no real title available?)
• scientific article; zbMATH DE number 1470722 (Why is no real title available?)
• scientific article; zbMATH DE number 802858 (Why is no real title available?)
• scientific article; zbMATH DE number 802866 (Why is no real title available?)
• Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
• Discrimination of locally stationary time series using wavelets
• Flexible Manifold Embedding: A Framework for Semi-Supervised and Unsupervised Dimension Reduction
• Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold Learning
• Ideal spatial adaptation by wavelet shrinkage
• Locality-sensitive hashing scheme based on \(p\)-stable distributions
• Stabilizing the Lasso against cross-validation variability
• Ten Lectures on Wavelets

Cited in

(2)

• Interval forecasts based on regression trees for streaming data
• Spatio-temporal forecasting using wavelet transform-based decision trees with application to air quality and covid-19 forecasting

Describes a project that uses

Uses Software

• wmtsa
• Waveslim
• rpart
• R

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