Time Series Classification Based on Spectral Analysis

DOI10.1080/03610910701723971zbMath1132.62078OpenAlexW2024793156MaRDI QIDQ5451123

Shuen-Lin Jeng, Ya-Ti Huang

Publication date: 18 March 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701723971

zbMATH Keywords

classificationtime seriesspectral analysislinear discriminant analysis\(k\)-nearest-neighbor

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and spectral analysis (62M15)

Related Items (3)

Spectral representation and autocovariance structure of Markov switching DSGE models ⋮ Convolution-based linear discriminant analysis for functional data classification ⋮ Time‐series clustering via quasi U‐statistics

Uses Software

• ElemStatLearn

Cites Work

• Discrimination and Clustering for Multivariate Time Series
• Nearest neighbor pattern classification
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model
• THE STATISTICAL UTILIZATION OF MULTIPLE MEASUREMENTS
• The elements of statistical learning. Data mining, inference, and prediction
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