Discriminant analysis of multivariate time series using wavelets
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References listed on IDEAS
- Shumway, Robert H., 2003. "Time-frequency clustering and discriminant analysis," Statistics & Probability Letters, Elsevier, vol. 63(3), pages 307-314, July.
- 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.
- 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.
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- 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.
More about this item
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C38 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Classification Methdos; Cluster Analysis; Principal Components; Factor Analysis
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2012-02-27 (All new papers)
- NEP-ECM-2012-02-27 (Econometrics)
- NEP-ETS-2012-02-27 (Econometric Time Series)
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