Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations

DOI10.1198/jasa.2009.0110zbMath1388.62253OpenAlexW1982121092MaRDI QIDQ5256126

Hernando Ombao, Piotr Fryzlewicz

Publication date: 22 June 2015

Published in: Journal of the American Statistical Association (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/25162/

zbMATH Keywords

supervised learningnonstationary processesevolutionary wavelet spectrumnondecimated wavelet transform

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Signal detection and filtering (aspects of stochastic processes) (60G35)

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