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Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability

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  • Robert T. Krafty

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  • Robert T. Krafty, 2016. "Discriminant Analysis of Time Series in the Presence of Within-Group Spectral Variability," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(4), pages 435-450, July.
    • Handle: RePEc:bla:jtsera:v:37:y:2016:i:4:p:435-450
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    File URL: http://hdl.handle.net/10.1111/jtsa.12166
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    References listed on IDEAS

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    1. Shin, Hyejin, 2008. "An extension of Fisher's discriminant analysis for stochastic processes," Journal of Multivariate Analysis, Elsevier, vol. 99(6), pages 1191-1216, July.
    2. P. Saavedra & C. Hernández & I. Luengo & J. Artiles & A. Santana, 2008. "Estimation of population spectrum for linear processes with random coefficients," Computational Statistics, Springer, vol. 23(1), pages 79-98, January.
    3. Aurore Delaigle & Peter Hall, 2012. "Achieving near perfect classification for functional data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 74(2), pages 267-286, March.
    4. Freyermuth, Jean-Marc & Ombao, Hernando & von Sachs, Rainer, 2010. "Tree-Structured Wavelet Estimation in a Mixed Effects Model for Spectra of Replicated Time Series," Journal of the American Statistical Association, American Statistical Association, vol. 105(490), pages 634-646.
    5. Eubank, R.L. & Hsing, Tailen, 2008. "Canonical correlation for stochastic processes," Stochastic Processes and their Applications, Elsevier, vol. 118(9), pages 1634-1661, September.
    6. Robert T. Krafty & William O. Collinge, 2013. "Penalized multivariate Whittle likelihood for power spectrum estimation," Biometrika, Biometrika Trust, vol. 100(2), pages 447-458.
    7. Robert T. Krafty & Martica Hall & Wensheng Guo, 2011. "Functional mixed effects spectral analysis," Biometrika, Biometrika Trust, vol. 98(3), pages 583-598.
    8. Cheng, Yu, 2004. "Asymptotic probabilities of misclassification of two discriminant functions in cases of high dimensional data," Statistics & Probability Letters, Elsevier, vol. 67(1), pages 9-17, March.
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    Cited by:

    1. Wu, Ruiyang & Hao, Ning, 2022. "Quadratic discriminant analysis by projection," Journal of Multivariate Analysis, Elsevier, vol. 190(C).
    2. Marie Tuft & Martica H. Hall & Robert T. Krafty, 2023. "Spectra in low‐rank localized layers (SpeLLL) for interpretable time–frequency analysis," Biometrics, The International Biometric Society, vol. 79(1), pages 304-318, March.
    3. Embleton, Jonathan & Knight, Marina I. & Ombao, Hernando, 2022. "Wavelet testing for a replicate-effect within an ordered multiple-trial experiment," Computational Statistics & Data Analysis, Elsevier, vol. 174(C).
    4. Tianbo Chen & Ying Sun & Carolina Euan & Hernando Ombao, 2021. "Clustering Brain Signals: a Robust Approach Using Functional Data Ranking," Journal of Classification, Springer;The Classification Society, vol. 38(3), pages 425-442, October.
    5. Scott A. Bruce & Martica H. Hall & Daniel J. Buysse & Robert T. Krafty, 2018. "Conditional adaptive Bayesian spectral analysis of nonstationary biomedical time series," Biometrics, The International Biometric Society, vol. 74(1), pages 260-269, March.
    6. Carolina Euán & Hernando Ombao & Joaquín Ortega, 2018. "The Hierarchical Spectral Merger Algorithm: A New Time Series Clustering Procedure," Journal of Classification, Springer;The Classification Society, vol. 35(1), pages 71-99, April.
    7. Yakun Wang & Zeda Li & Scott A. Bruce, 2023. "Adaptive Bayesian sum of trees model for covariate‐dependent spectral analysis," Biometrics, The International Biometric Society, vol. 79(3), pages 1826-1839, September.

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