A periodogram-based metric for time series classification

DOI10.1016/j.csda.2005.04.012zbMath1445.62222OpenAlexW2136063736WikidataQ57710957 ScholiaQ57710957MaRDI QIDQ959352

Daniel Peña, Jorge Caiado, Nuno Crato

Publication date: 11 December 2008

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2005.04.012

zbMATH Keywords

classificationclusteringautocorrelation functionperiodogramEuclidean distancestationary and non-stationary time series

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Uses Software

• Matlab

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