Time-frequency clustering and discriminant analysis.

DOI10.1016/S0167-7152(03)00095-6zbMath1116.62364MaRDI QIDQ1423186

Robert H. Shumway

Publication date: 14 February 2004

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

Kullback-LeiblerSpectral analysisSeismologyEarthquakes and explosionsNuclear testing

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics (62P99)

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Uses Software

• astsa

Cites Work

• Unnamed Item
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• Fitting time series models to nonstationary processes
• Discriminant analysis for locally stationary processes
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• Discrimination and Clustering for Multivariate Time Series
• Use of Cumulative Sums of Squares for Retrospective Detection of Changes of Variance
• Automatic Statistical Analysis of Bivariate Nonstationary Time Series
• Time-Dependent Spectral Analysis of Nonstationary Time Series