Discrimination of locally stationary time series using wavelets
No abstract is available for this item.
References listed on IDEAS
Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- 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.
- Alonso, Andres M. & Maharaj, Elizabeth A., 2006. "Comparison of time series using subsampling," Computational Statistics & Data Analysis, Elsevier, vol. 50(10), pages 2589-2599, June.
- Alonso, A.M. & Berrendero, J.R. & Hernandez, A. & Justel, A., 2006. "Time series clustering based on forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 51(2), pages 762-776, November.
- Dudoit S. & Fridlyand J. & Speed T. P, 2002. "Comparison of Discrimination Methods for the Classification of Tumors Using Gene Expression Data," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 77-87, March.
- Pattarin, Francesco & Paterlini, Sandra & Minerva, Tommaso, 2004. "Clustering financial time series: an application to mutual funds style analysis," Computational Statistics & Data Analysis, Elsevier, vol. 47(2), pages 353-372, September.
- Shumway, Robert H., 2003. "Time-frequency clustering and discriminant analysis," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 307-314, July.
- Prado, Raquel & Molina, Francisco & Huerta, Gabriel, 2006. "Multivariate time series modeling and classification via hierarchical VAR mixtures," Computational Statistics & Data Analysis, Elsevier, vol. 51(3), pages 1445-1462, December.
- Hsiao-Yun Huang & Hernando Ombao & David S. Stoffer, 2004. "Discrimination and Classification of Nonstationary Time Series Using the SLEX Model," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 763-774, January.
- Sakiyama, Kenji & Taniguchi, Masanobu, 2004. "Discriminant analysis for locally stationary processes," Journal of Multivariate Analysis, Elsevier, vol. 90(2), pages 282-300, August.
- Rahim Chinipardaz & Trevor Cox, 2004. "Nonparametric discrimination of time series data," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 59(1), pages 13-20, 02.
When requesting a correction, please mention this item's handle: RePEc:eee:csdana:v:52:y:2007:i:2:p:879-895. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Dana Niculescu)
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.
If references are entirely missing, you can add them using this form.
If the full references list an item that is present in RePEc, but the system did not link to it, you can help with 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 profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.