Time series discrimination using likelihood function of discrete wavelet coefficients

MaRDI QIDQ2939909zbMATH OpenFDO

Authors Behzad Mansouri, Rahim Chinipardaz

Publication date 23 January 2015

Full work available at URL http://jamm.scu.ac.ir/article_10523_1096.html

zbMATH Keywords

ARMA modelsdiscrete wavelet transformdiscrimination of time series

Mathematics Subject Classification ID

Time series analysis of dynamical systems (37M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited in

(5)

• On parallelism in the ensemble sense between time-series models and discrete wavelet transforms of stochastic signals
• Discrimination measures for fractional integrated models based on wavelets
• Discrimination of AR, MA and ARMA time series models
• Using Wavelets for the Detection of Discrete Events in Time Series of Hybrid Systems
• Asymptotic information measures discrimination of non-stationary time series based on wavelet domain

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