Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Hossein Hassani & Mohammad Reza Yeganegi & Emmanuel Sirimal Silva, 2018. "A New Signal Processing Approach for Discrimination of EEG Recordings," Stats, MDPI, vol. 1(1), pages 1-14, November.
- Casini, Alessandro & Perron, Pierre, 2024.
"Change-point analysis of time series with evolutionary spectra,"
Journal of Econometrics, Elsevier, vol. 242(2).
- Alessandro Casini & Pierre Perron, 2021. "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers 2106.02031, arXiv.org, revised Aug 2024.
- Olsen, Lena Ringstad & Chaudhuri, Probal & Godtliebsen, Fred, 2008. "Multiscale spectral analysis for detecting short and long range change points in time series," Computational Statistics & Data Analysis, Elsevier, vol. 52(7), pages 3310-3330, March.
- Ruprecht Puchstein & Philip Preuß, 2016. "Testing for Stationarity in Multivariate Locally Stationary Processes," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(1), pages 3-29, January.
- Zhelin Huang & Ngai Hang Chan, 2020. "Walsh Fourier Transform of Locally Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 41(2), pages 312-340, March.
- Casado, David & López Pintado, Sara, 2008. "A functional data based method for time series classification," DES - Working Papers. Statistics and Econometrics. WS ws087427, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- repec:cte:wsrepe:ws098025 is not listed on IDEAS
- Daniel M Keenan & Amy W Quinkert & Donald W Pfaff, 2015. "Stochastic Modeling of Mouse Motor Activity under Deep Brain Stimulation: The Extraction of Arousal Information," PLOS Computational Biology, Public Library of Science, vol. 11(2), pages 1-24, February.
- Maharaj, Elizabeth A. & Alonso, Andres M., 2007. "Discrimination of locally stationary time series using wavelets," Computational Statistics & Data Analysis, Elsevier, vol. 52(2), pages 879-895, October.
- von Sachs, Rainer, 2019. "Spectral Analysis of Multivariate Time Series," LIDAM Discussion Papers ISBA 2019008, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA).
- Maharaj, Elizabeth Ann & Alonso, Andrés M., 2014. "Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals," Computational Statistics & Data Analysis, Elsevier, vol. 70(C), pages 67-87.
- Fryzlewicz, Piotr & Ombao, Hernando, 2009. "Consistent classification of non-stationary time series using stochastic wavelet representations," LSE Research Online Documents on Economics 25162, London School of Economics and Political Science, LSE Library.
- Ta‐Hsin Li, 2021. "Quantile‐frequency analysis and spectral measures for diagnostic checks of time series with nonlinear dynamics," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 70(2), pages 270-290, March.
- Jane L. Harvill & Priya Kohli & Nalini Ravishanker, 2017. "Clustering Nonlinear, Nonstationary Time Series Using BSLEX," Methodology and Computing in Applied Probability, Springer, vol. 19(3), pages 935-955, September.
- Maharaj, Elizabeth Ann, 2012. "Discriminant analysis of multivariate time series using wavelets," DES - Working Papers. Statistics and Econometrics. WS ws120603, Universidad Carlos III de Madrid. Departamento de EstadÃstica.
- S. Bandyopadhyay & R. Baragona & U. Maulik, 2010. "Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization," Working Papers 028, COMISEF.
- Robert Lund & Hany Bassily & Brani Vidakovic, 2009. "Testing equality of stationary autocovariances," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(3), pages 332-348, May.
- Ta-Hsin Li, 2019. "Quantile-Frequency Analysis and Spectral Divergence Metrics for Diagnostic Checks of Time Series With Nonlinear Dynamics," Papers 1908.02545, arXiv.org.
- Andrés Alonso & David Casado & Sara López-Pintado & Juan Romo, 2014. "Robust Functional Supervised Classification for Time Series," Journal of Classification, Springer;The Classification Society, vol. 31(3), pages 325-350, October.
- Last, Michael & Shumway, Robert, 2008. "Detecting abrupt changes in a piecewise locally stationary time series," Journal of Multivariate Analysis, Elsevier, vol. 99(2), pages 191-214, February.
- repec:cte:wsrepe:ws131718 is not listed on IDEAS
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bes:jnlasa:v:99:y:2004:p:763-774. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Christopher F. Baum (email available below). General contact details of provider: http://www.amstat.org/publications/jasa/index.cfm?fuseaction=main .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.