Pages that link to "Item:Q959346"

The following pages link to Comparison of time series using subsampling (Q959346):

Displaying 18 items.

• Buckling behavior of perfect and defective DWCNTs under axial, bending and torsional loadings via a structural mechanics approach (Q400200) (← links)
• Noise fuzzy clustering of time series by autoregressive metric (Q478532) (← links)
• A data-driven test to compare two or multiple time series (Q901611) (← links)
• Discrimination of locally stationary time series using wavelets (Q1020891) (← links)
• Subsampling techniques and the jackknife methodology in the estimation of the extremal index (Q1023534) (← links)
• Investigation of vacancy defects effects on the buckling behavior of SWCNTs via a structural mechanics approach (Q1042270) (← links)
• \(K\)-sample subsampling in general spaces: the case of independent time series (Q1049536) (← links)
• GARCH-based robust clustering of time series (Q2013753) (← links)
• Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
• On the classification of financial data with domain agnostic features (Q2060754) (← links)
• Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
• Cophenetic-based fuzzy clustering of time series by linear dependency (Q2237541) (← links)
• Robust tests for time series comparison based on Laplace periodograms (Q2242001) (← links)
• A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples (Q2361221) (← links)
• A computational bootstrap procedure to compare two dependent time series (Q5107496) (← links)
• Comparing autocorrelation structures of multiple time series via the maximum distance between two groups of time series (Q5222304) (← links)
• Biological applications of time series frequency domain clustering (Q5397948) (← links)
• Stochastic variational inference for GARCH models (Q6190666) (← links)