An interpolated periodogram-based metric for comparison of time series with unequal lengths
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References listed on IDEAS
- 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.
- 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.
- 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.
More about this item
KeywordsClassification; Cluster analysis; Interpolation; Periodogram; Time series;
- C32 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2007-03-17 (All new papers)
- NEP-ECM-2007-03-17 (Econometrics)
- NEP-ETS-2007-03-17 (Econometric Time Series)
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