A periodogram-based metric for time series classification
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Publication:959352
DOI10.1016/J.CSDA.2005.04.012zbMATH Open1445.62222DBLPjournals/csda/CaiadoCP06OpenAlexW2136063736WikidataQ57710957 ScholiaQ57710957MaRDI QIDQ959352FDOQ959352
Authors: Jorge Caiado, Nuno Crato, Daniel Peña 
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
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clusteringclassificationperiodogramautocorrelation functionEuclidean distancestationary and non-stationary time series
Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20)
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