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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. 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.
    4. 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.
    5. 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.
    6. Domenico Piccolo, 1990. "A Distance Measure For Classifying Arima Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 153-164, March.
    7. 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.
    8. 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.
    9. 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.
    10. Galeano, Pedro, 2001. "Multivariate analysis in vector time series," DES - Working Papers. Statistics and Econometrics. WS ws012415, Universidad Carlos III de Madrid. Departamento de Estadística.
    11. 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.
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