A run length transformation for discriminating between auto regressive time series

DOI10.1007/S00357-013-9135-6MaRDI QIDQ288980zbMATH OpenOpenAlexFDO

Authors Anthony J. Bagnall, Gareth J. Janacek

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

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)

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Cites work

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

Cited in

(3)

• A review on distance based time series classification
• Online Evidential Nearest Neighbour Classification for Internet of Things Time Series
• Deep learning for time series classification: a review

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