Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study
No abstract is available for this item.
If you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
As the access to this document is restricted, you may want to look for a different version under "Related research" (further below) or search for a different version of it.
Volume (Year): 27 (2010)
Issue (Month): 3 (November)
|Contact details of provider:|| Web page: http://www.springerlink.com/link.asp?id=101794|
|Order Information:||Web: http://link.springer.de/orders.htm|
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.:
- Maharaj, E.A., 2001.
"Comparison of Non-Stationary Time Series in the Frequency Domain,"
Monash Econometrics and Business Statistics Working Papers
1/01, Monash University, Department of Econometrics and Business Statistics.
- 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.
- Jianqing Fan, 2004. "Generalised likelihood ratio tests for spectral density," Biometrika, Biometrika Trust, vol. 91(1), pages 195-209, March.
- E. Otranto, 2008.
"Clustering Heteroskedastic Time Series by Model-Based Procedures,"
Working Paper CRENoS
200801, Centre for North South Economic Research, University of Cagliari and Sassari, Sardinia.
- Otranto, Edoardo, 2008. "Clustering heteroskedastic time series by model-based procedures," Computational Statistics & Data Analysis, Elsevier, vol. 52(10), pages 4685-4698, June.
- Vilar, J.A. & Alonso, A.M. & Vilar, J.M., 2010. "Non-linear time series clustering based on non-parametric forecast densities," Computational Statistics & Data Analysis, Elsevier, vol. 54(11), pages 2850-2865, November.
- Corduas, Marcella & Piccolo, Domenico, 2008. "Time series clustering and classification by the autoregressive metric," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1860-1872, January.
- 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.
- Juan Vilar & José Vilar & Sonia Pértega, 2009. "Classifying Time Series Data: A Nonparametric Approach," Journal of Classification, Springer, vol. 26(1), pages 3-28, April.
- 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.
- Pedro Galeano & Daniel Peña, 2001. "Multivariate Analysis In Vector Time Series," Statistics and Econometrics Working Papers ws012415, Universidad Carlos III, Departamento de Estadística y Econometría.
- Maharaj, E.A., 1994. "A Significance Test for Classifying ARMA Models," Monash Econometrics and Business Statistics Working Papers 18/94, Monash University, Department of Econometrics and Business Statistics.
When requesting a correction, please mention this item's handle: RePEc:spr:jclass:v:27:y:2010:i:3:p:333-362. 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: (Guenther Eichhorn)or (Christopher F Baum)
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.