Pattern recognition of time series using wavelets

DOI10.1007/978-3-642-57489-4_76MaRDI QIDQ3298736zbMATH OpenOpenAlexFDO

Authors Elizabeth Ann Maharaj

Publication date 15 July 2020

Published in Compstat (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-642-57489-4_76

zbMATH Keywords

randomization testwavelet coefficientsstationary and non-stationary time series

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05)

Recommendations

• USING WAVELETS TO COMPARE TIME SERIES PATTERNS
• ANALYSIS OF TIME SERIES WITH WAVELETS
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Cites work

• scientific article; zbMATH DE number 5042883 (Why is no real title available?)
• A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes
• A test for a difference between spectral peak frequencies.
• Clusters of time series
• Comparison of non-stationary time series in the frequency domain
• Large-sample tests of homogeneity for time series models
• Nonparametric Comparison of Cumulative Periodograms

Cited in

(10)

• Wavelet Algorithm for Hierarchical Pattern Recognition
• USING WAVELETS TO COMPARE TIME SERIES PATTERNS
• Time series discrimination using likelihood function of discrete wavelet coefficients
• Pattern-based characterization of time series
• A wavelet analysis to compare environmental time series
• POLAR WAVELET TRANSFORM FOR TIME SERIES DATA
• Artificial Intelligence and Soft Computing - ICAISC 2004
• ANALYSIS OF TIME SERIES WITH WAVELETS
• A test to compare interval time series
• Wavelet clustering in time series analysis

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