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A periodogram-based metric for time series classification

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  • Caiado, Jorge
  • Crato, Nuno
  • Pena, Daniel

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  • Caiado, Jorge & Crato, Nuno & Pena, Daniel, 2006. "A periodogram-based metric for time series classification," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2668-2684, June.
    • Handle: RePEc:eee:csdana:v:50:y:2006:i:10:p:2668-2684
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    References listed on IDEAS

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    1. Francesco Battaglia, 1983. "Inverse Autocovariances And A Measure Of Linear Determinism For A Stationary Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 4(2), pages 79-87, March.
    2. Maharaj, Elizabeth Ann, 2002. "Comparison of non-stationary time series in the frequency domain," Computational Statistics & Data Analysis, Elsevier, vol. 40(1), pages 131-141, July.
    3. Domenico Piccolo, 1990. "A Distance Measure For Classifying Arima Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 153-164, March.
    4. Guoqiang Zhang & Masanobu Taniguchi, 1994. "Discriminant Analysis For Stationary Vector Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 15(1), pages 117-126, January.
    5. Peter J. Diggle & Nicholas I. Fisher, 1991. "Nonparametric Comparison of Cumulative Periodograms," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 40(3), pages 423-434, November.
    6. Katarina Košmelj & Vladimir Batagelj, 1990. "Cross-sectional approach for clustering time varying data," Journal of Classification, Springer;The Classification Society, vol. 7(1), pages 99-109, March.
    7. R. J. Bhansali, 1983. "A Simulation Study of Autoregressive and Window Estimators of the Inverse Correlation Function," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 32(2), pages 141-149, June.
    8. Francesco Battaglia, 1988. "On The Estimation Of The Inverse Correlation Function," Journal of Time Series Analysis, Wiley Blackwell, vol. 9(1), pages 1-10, January.
    9. Antti J. Kanto, 1987. "A Formula For The Inverse Autocorrelation Function Of An Autoregressive Process," Journal of Time Series Analysis, Wiley Blackwell, vol. 8(3), pages 311-312, May.
    10. T. Subba Rao & M. M. Gabr, 1989. "The Estimation Of Spectrum, Inverse Spectrum And Inverse Autocovariances Of A Stationary Time Series," Journal of Time Series Analysis, Wiley Blackwell, vol. 10(2), pages 183-202, March.
    11. Galeano, Pedro & Peña, Daniel, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.
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