Comparison of Times Series with Unequal Length in the Frequency Domain

DOI10.1080/03610910802562716zbMath1161.37348OpenAlexW2042714950MaRDI QIDQ3625331

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

zbMATH Keywords

time seriesautocorrelation functioncluster analysisspectral analysiszero-paddinginterpolated periodogramreduced periodogram

Mathematics Subject Classification ID

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

Related Items (27)

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

Cites Work

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

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