Classifying time series data: a nonparametric approach
DOI10.1007/S00357-009-9030-3zbMATH Open1276.62042OpenAlexW2020233561MaRDI QIDQ734394FDOQ734394
Authors: Juan Vilar, José A. Vilar, Sonia Pértega 
Publication date: 13 October 2009
Published in: Journal of Classification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00357-009-9030-3
Recommendations
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study
- Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic
- Non-linear time series clustering based on non-parametric forecast densities
- Clusters of time series
- Clustering of time series via non-parametric tail dependence estimation
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)
Cites Work
- Title not available (Why is that?)
- Nonparametric comparison of regression curves: An empirical process approach
- Clustering of time series data -- a survey
- Testing for the equality of two nonparametric regression curves
- Clusters of time series
- Discrimination and Clustering for Multivariate Time Series
- Bootstrap Test for Difference Between Means in Nonparametric Regression
- A periodogram-based metric for time series classification
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- Automatic Local Smoothing for Spectral Density Estimation
- A significance test for classifying arma models
- Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach
- Bootstrap tests for nonparametric comparison of regression curves with dependent errors
- Non-Parametric Analysis of Covariance
- Comparison of Regression Curves Using Quasi-Residuals
- CATS
- Plug-in bandwidth selector for local polynomial regression estimator with correlated errors
- Robust designs for polynomial regression by maximizing a minimum of \(D\)- and \(D_1\)-efficiencies
- Adaptive dissimilarity index for measuring time series proximity
- Weighted local nonparametric regression with dependent errors: Study of real private residential fixed investment in the USA
- LOCAL POLYNOMIAL REGRESSION ESTIMATION WITH CORRELATED ERRORS
Cited In (15)
- Robust functional supervised classification for time series
- Title not available (Why is that?)
- 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
- Frequency domain clustering: an application to time series with time-varying parameters
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
- 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
This page was built for publication: Classifying time series data: a nonparametric approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q734394)
