Time-series clustering via quasi U-statistics

DOI10.1111/J.1467-9892.2012.00793.XMaRDI QIDQ5397936zbMATH OpenOpenAlexFDO

Authors Marcio Valk, Aluísio Pinheiro

Publication date 25 February 2014

Published in Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1111/j.1467-9892.2012.00793.x

zbMATH Keywords

non-stationary time seriesstationary time seriesnonparametric testshigher-order asymptoticstime-series clusteringtime-series classification

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Stationary stochastic processes (60G10)

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Cites work

• scientific article; zbMATH DE number 5040166 (Why is no real title available?)
• A Class of Statistics with Asymptotically Normal Distribution
• A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
• A periodogram-based metric for time series classification
• Clustering of biological time series by cepstral coefficients based distances
• Clustering of time series data -- a survey
• Comparison of non-stationary time series in the frequency domain
• Consistent classification of nonstationary time series using stochastic wavelet representations
• Decomposability of high-dimensional diversity measures: quasi-U-statistics, martingales and nonstandard asymptotics
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
• Discrimination and Clustering for Multivariate Time Series
• Identifying financial time series with similar dynamic conditional correlation
• Mathematical methods of geoinformatics. III. Fuzzy comparisons and recognition of anomalies in time series
• Multivariate analysis in vector time series.
• Testing equality of stationary autocovariances
• Time Series Classification Based on Spectral Analysis

Cited in

(19)

• Clustering space-time series: FSTAR as a flexible STAR approach
• Discriminant and cluster analysis of possibly high-dimensional time series data by a class of disparities
• A binary-classification-based metric between time-series distributions and its use in statistical and learning problems
• A periodogram-based metric for time series classification
• Clustering time series under the Fréchet distance
• Clusters of time series
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
• An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior
• U-Statistical Inference for Hierarchical Clustering
• Further Results on Lund's Statistic for Identifying Cluster in a Circular Data Set with Application to Time Series
• scientific article; zbMATH DE number 7218955 (Why is no real title available?)
• Autoregressive mixture models for clustering time series
• Clustering and classification problems in genetics through U-statistics
• Co-clustering of time-dependent data via the shape invariant model
• Zero-inflated time series clustering via ensemble thick-pen transform
• Clustering and representation of time series. Application to dissimilarities based on divergences
• Clustering nonlinear, nonstationary time series using BSLEX
• Quasi-periodic time series clustering for human activity recognition
• Towards U-statistics clustering inference for multiple groups

Describes a project that uses

Uses Software

• SLEX

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