A run length transformation for discriminating between auto regressive time series

DOI10.1007/s00357-013-9135-6zbMath1360.62448OpenAlexW2068194158MaRDI QIDQ288980

Gareth J. Janacek, Anthony J. Bagnall

Publication date: 27 May 2016

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-013-9135-6

zbMATH Keywords

autoregressive model approximationrun length distributiontime series classification

Mathematics Subject Classification ID

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

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