Classifying time series data: a nonparametric approach
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Nonparametric hypothesis testing (62G10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Linear regression; mixed models (62J05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric statistical resampling methods (62G09) Hypothesis testing in multivariate analysis (62H15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cites work
- scientific article; zbMATH DE number 991833 (Why is no real title available?)
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- A periodogram-based metric for time series classification
- A significance test for classifying arma models
- Adaptive dissimilarity index for measuring time series proximity
- Automatic Local Smoothing for Spectral Density Estimation
- Bootstrap Test for Difference Between Means in Nonparametric Regression
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- CATS
- Clustering of time series data -- a survey
- Clusters of time series
- Comparison of Regression Curves Using Quasi-Residuals
- Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
- Discrimination and Clustering for Multivariate Time Series
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
- Non-Parametric Analysis of Covariance
- Nonparametric comparison of regression curves: An empirical process approach
- Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
- Robust designs for polynomial regression by maximizing a minimum of D- and D₁-efficiencies
- Testing for the equality of two nonparametric regression curves
- Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA
Cited in
(15)- Robust functional supervised classification for time series
- scientific article; zbMATH DE number 5913417 (Why is no real title available?)
- A periodogram-based metric for time series classification
- Trimmed fuzzy clustering of financial time series based on dynamic time warping
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study
- Clustering random walk time series
- Clustering of short time-course gene expression data with dissimilar replicates
- Robust fuzzy clustering based on quantile autocovariances
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
- Frequency domain clustering: an application to time series with time-varying parameters
- Time series clustering based on nonparametric multidimensional forecast densities
- Classification for time series data. An unsupervised approach based on reduction of dimensionality
- Interpretable classification of time-series data using efficient enumerative techniques
- A copula based ICA algorithm and its application to time series clustering
- Prediction and classification of non-stationary categorical time series
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