Thick Pen Transformation for Time Series

DOI10.1111/J.1467-9868.2011.00773.XMaRDI QIDQ3100683zbMATH OpenOpenAlexFDO

Authors P. Fryzlewicz, Hee-Seok Oh

Publication date 21 November 2011

Published in Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL http://eprints.lse.ac.uk/37663/

zbMATH Keywords

non-stationary time seriesmultiscaletesting for stationaritytime series dependence measurestime series visualization

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Asymptotic distribution theory in statistics (62E20) Graphical methods in statistics (62A09) Non-Markovian processes: hypothesis testing (62M07)

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Cites work

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• SiZer for Exploration of Structures in Curves
• Sizer for time series: a new approach to the analysis of trends
• Stochastic Limit Theory
• Stroke-model-based character extraction from gray-level document images
• Tail probabilities of the maxima of Gaussian random fields
• Testing temporal constancy of the spectral structure of a time series
• The distribution of the maximum Brownian excursion
• The use of Boolean functions and local operations for edge detection in images
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Cited in

(6)

• Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously
• Peaks, gaps, and time‐reversibility of economic time series
• Statistical Scale Space Methods
• Identifying local smoothness for spatially inhomogeneous functions
• Zero-inflated time series clustering via ensemble thick-pen transform
• Discussion: Time-threshold maps: using information from wavelet reconstructions with all threshold values simultaneously

Describes a project that uses

Uses Software

• wavethresh
• WaveThresh4
• R

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