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Classifying Time Series Data: A Nonparametric Approach

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  • Juan Vilar
  • José Vilar
  • Sonia Pértega

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  • Juan Vilar & José Vilar & Sonia Pértega, 2009. "Classifying Time Series Data: A Nonparametric Approach," Journal of Classification, Springer;The Classification Society, vol. 26(1), pages 3-28, April.
    • Handle: RePEc:spr:jclass:v:26:y:2009:i:1:p:3-28
    DOI: 10.1007/s00357-009-9030-3
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    References listed on IDEAS

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    1. Mario Francisco-Fernandez & Juan Vilar-Fernandez, 2004. "Weighted Local Nonparametric Regression with Dependent Errors: Study of Real Private Residential Fixed Investment in the USA," Statistical Inference for Stochastic Processes, Springer, vol. 7(1), pages 69-93, March.
    2. 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.
    3. 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.
    4. Domenico Piccolo, 1990. "A Distance Measure For Classifying Arima Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 153-164, March.
    5. King, Eileen & Hart, Jeffrey D. & Wehrly, Thomas E., 1991. "Testing the equality of two regression curves using linear smoothers," Statistics & Probability Letters, Elsevier, vol. 12(3), pages 239-247, September.
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    Citations

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    Cited by:

    1. Sonia Díaz & José Vilar, 2010. "Comparing Several Parametric and Nonparametric Approaches to Time Series Clustering: A Simulation Study," Journal of Classification, Springer;The Classification Society, vol. 27(3), pages 333-362, November.
    2. Jafar Rahmanishamsi & Ali Dolati & Masoudreza R. Aghabozorgi, 2018. "A Copula Based ICA Algorithm and Its Application to Time Series Clustering," Journal of Classification, Springer;The Classification Society, vol. 35(2), pages 230-249, July.
    3. M. Isabel Landaluce-Calvo & Juan I. Modroño-Herrán, 2020. "Classification for Time Series Data. An Unsupervised Approach Based on Reduction of Dimensionality," Journal of Classification, Springer;The Classification Society, vol. 37(2), pages 380-398, July.
    4. Ozan Cinar & Ozlem Ilk & Cem Iyigun, 2018. "Clustering of short time-course gene expression data with dissimilar replicates," Annals of Operations Research, Springer, vol. 263(1), pages 405-428, April.
    5. B. Lafuente-Rego & P. D’Urso & J. A. Vilar, 2020. "Robust fuzzy clustering based on quantile autocovariances," Statistical Papers, Springer, vol. 61(6), pages 2393-2448, December.
    6. Pierpaolo D’Urso & Livia Giovanni & Riccardo Massari, 2021. "Trimmed fuzzy clustering of financial time series based on dynamic time warping," Annals of Operations Research, Springer, vol. 299(1), pages 1379-1395, April.

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