Clustering nonlinear, nonstationary time series using BSLEX

DOI10.1007/s11009-016-9528-1zbMath1384.37110OpenAlexW2557111354MaRDI QIDQ1707055

Priya Kohli, Jane L. Harvill, Ravishanker, Nalini

Publication date: 28 March 2018

Published in: Methodology and Computing in Applied Probability (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11009-016-9528-1

zbMATH Keywords

nonlinear time seriestime series clusteringtime-dependent bispectrum

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Economic time series analysis (91B84) Time series analysis of dynamical systems (37M10) Dynamical systems in optimization and economics (37N40)

Related Items

A similarity measure for second order properties of non-stationary functional time series with applications to clustering and testing

Uses Software

• Silhouettes
• astsa

Cites Work

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