Bispectral-based methods for clustering time series

DOI10.1016/j.csda.2013.03.001zbMath1468.62074OpenAlexW2023719941MaRDI QIDQ1800079

Jane L. Harvill, Bonnie K. Ray, Ravishanker, Nalini

Publication date: 19 October 2018

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

Full work available at URL: https://doi.org/10.1016/j.csda.2013.03.001

zbMATH Keywords

hierarchical clusteringnonlinear time seriesbispectral density function

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)

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Polarization of forecast densities: a new approach to time series classification, Clustering nonlinear, nonstationary time series using BSLEX, Nonlinear time series clustering based on Kolmogorov-Smirnov 2D statistic

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