A run length transformation for discriminating between auto regressive time series

DOI10.1007/S00357-013-9135-6zbMATH Open1360.62448OpenAlexW2068194158MaRDI QIDQ288980FDOQ288980

Gareth J. Janacek, Anthony J. Bagnall

Publication date: 27 May 2016

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-013-9135-6

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zbMATH Keywords

autoregressive model approximationrun length distributiontime series classification

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

Cites Work

• A time series forest for classification and feature extraction
• Time series analysis. Forecasting and control
• Clustering of time series data -- a survey
• Clusters of time series
• Time series clustering and classification by the autoregressive metric
• A general weighted two-way dissimilarity coefficient
• Clustering time series with clipped data
• Stability analysis of a general Toeplitz system solver
• On the nonexistence of cofree Fréchet modules over locally multiplicatively-convex Fréchet algebras
• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• THE ZERO-CROSSING RATE OF AUTOREGRESSIVE PROCESSES AND ITS LINK TO UNIT ROOTS
• The Fitting of Time-Series Models
• A significance test for classifying arma models
• Adaptive clustering for time series: application for identifying cell cycle expressed genes

Cited In (3)

• A review on distance based time series classification
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