Comparison of Times Series with Unequal Length in the Frequency Domain

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

Cites work

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

Cited in

(32)

Bispectral-based methods for clustering time series
Clustering nonlinear time series with neural network bootstrap forecast distributions
The autoregressive metric for comparing time series models
A computational technique to classify several fractional Brownian motion processes
Testing equality of spectral densities using randomization techniques
Fuzzy clustering of time series in the frequency domain
Wavelet-based tests for comparing two time series with unequal lengths
Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series
Cophenetic-based fuzzy clustering of time series by linear dependency
Time Series Classification Based on Spectral Analysis
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
Spectrum-based comparison of stationary multivariate time series
Tests for comparing time series of unequal lengths
Identifying financial time series with similar dynamic conditional correlation
Tests for the equality of two processes' spectral densities with unequal lengths using wavelet methods
Clustering financial time series with variance ratio statistics
Unsupervised classification of eclipsing binary light curves through \(k\)-medoids clustering
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
Entropy-based fuzzy clustering of interval-valued 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
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
Pooling cross sections with unequal time-series lengths
Model-based fuzzy time series clustering of conditional higher moments

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)