Classification tree methods for panel data using wavelet-transformed time series

DOI10.1016/j.csda.2018.05.019zbMath1469.62182OpenAlexW2806042671WikidataQ59882035 ScholiaQ59882035MaRDI QIDQ1663123

Charles C. Taylor, Stuart Barber, Xin Zhao, Zoka Milan

Publication date: 21 August 2018

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: http://eprints.whiterose.ac.uk/131479/1/waveletCART-final.pdf

zbMATH Keywords

panel dataCARTMODWTnoise exclusion

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and spectral analysis (62M15)

Related Items (2)

Spatio-temporal forecasting using wavelet transform-based decision trees with application to air quality and covid-19 forecasting ⋮ Interval forecasts based on regression trees for streaming data

Uses Software

• R
• rpart
• Waveslim
• wmtsa

Cites Work

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• Discrimination of locally stationary time series using wavelets
• Discriminant analysis of multivariate time series: application to diagnosis based on ECG signals
• Stabilizing the Lasso against cross-validation variability
• Ten Lectures on Wavelets
• Ideal spatial adaptation by wavelet shrinkage
• Geodesic Entropic Graphs for Dimension and Entropy Estimation in Manifold Learning
• Locality-sensitive hashing scheme based on p-stable distributions
• Flexible Manifold Embedding: A Framework for Semi-Supervised and Unsupervised Dimension Reduction

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