Comparison of Times Series with Unequal Length in the Frequency Domain

DOI10.1080/03610910802562716zbMATH Open1161.37348OpenAlexW2042714950MaRDI QIDQ3625331FDOQ3625331

Daniel Peña, Jorge Caiado, Nuno Crato

Publication date: 12 May 2009

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910802562716

Recommendations

• Tests for comparing time series of unequal lengths
• Spectrum-based comparison of stationary multivariate time series
• Comparing spectral densities of stationary time series with unequal sample sizes
• A frequency-domain test to check equality in spectral densities of multiple time series with unequal lengths
• Wavelet-based tests for comparing two time series with unequal lengths

zbMATH Keywords

cluster analysistime seriesspectral analysisautocorrelation functionzero-paddinginterpolated periodogramreduced periodogram

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series analysis of dynamical systems (37M10)

Cites Work

• Tests for Hurst effect
• Applied multivariate statistical analysis.
• Nonparametric Comparison of Cumulative Periodograms
• TESTS FOR COMPARING TWO ESTIMATED SPECTRAL DENSITIES
• Disoominkfrcn between gaussian time series based on their spectral differences
• Are European business cycles close enough to be just one?
• The behaviour of the sample autocorrelation function for an integrated moving average process

Cited In (30)

• Unsupervised classification of eclipsing binary light curves throughk-medoids clustering
• Bispectral-based methods for clustering time series
• Clustering nonlinear time series with neural network bootstrap forecast distributions
• A computational technique to classify several fractional Brownian motion processes
• Testing equality of spectral densities using randomization techniques
• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
• Fuzzy clustering of time series in the frequency domain
• Time Series Classification Based on Spectral Analysis
• Cophenetic-based fuzzy clustering of time series by linear dependency
• The hierarchical spectral merger algorithm: a new time series clustering procedure
• Comparison of non-stationary time series in the frequency domain
• Robust fuzzy clustering based on quantile autocovariances
• Tests for comparing time series of unequal lengths
• Identifying financial time series with similar dynamic conditional correlation
• Clustering financial time series with variance ratio statistics
• A computational method to compare spectral densities of independent periodically correlated time series
• GARCH-based robust clustering of time series
• A data-driven test to compare two or multiple time series
• Biological applications of time series frequency domain clustering
• Functional non-parametric latent block model: a multivariate time series clustering approach for autonomous driving validation
• On the classification of financial data with domain agnostic features
• A fragmented-periodogram approach for clustering big data time series
• The Autoregressive metric for comparing time series models
• A new test for checking the equality of the correlation structures of two time series
• Comparing spectral densities of stationary time series with unequal sample sizes
• A note on using periodogram-based distances for comparing spectral densities
• Wavelet‐Based Tests for Comparing Two Time Series with Unequal Lengths
• Pooling cross sections with unequal time-series lengths
• Model-based fuzzy time series clustering of conditional higher moments
• Tests for the Equality of Two Processes' Spectral Densities with Unequal Lengths Using Wavelet Methods

This page was built for publication: Comparison of Times Series with Unequal Length in the Frequency Domain

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3625331)