USING WAVELETS TO COMPARE TIME SERIES PATTERNS

DOI10.1142/S0219691305000993zbMath1077.62072OpenAlexW2118724100MaRDI QIDQ5716157

Elizabeth Ann Maharaj

Publication date: 9 January 2006

Published in: International Journal of Wavelets, Multiresolution and Information Processing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1142/s0219691305000993

zbMATH Keywords

randomization testswavelet coefficientsstationary and non-stationary time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to actuarial sciences and financial mathematics (62P05) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40)

Related Items (12)

APPLICATION OF ADAPTIVE WAVELET NETWORKS FOR VIBRATION CONTROL OF BASE ISOLATED STRUCTURES ⋮ A computational method to compare spectral densities of independent periodically correlated time series ⋮ Comparing non-stationary and irregularly spaced time series ⋮ COMPARING TIME-VARYING AUTOREGRESSIVE STRUCTURES OF LOCALLY STATIONARY PROCESSES ⋮ A test to compare interval time series ⋮ Robust tests for time series comparison based on Laplace periodograms ⋮ A test for comparing two discrete stochastic dynamical systems under heteroskedasticity ⋮ INTELLIGENT OPTIMAL CONTROL OF ROBOTIC MANIPULATORS USING WAVELETS ⋮ LONG RANGE DEPENDENCE, UNBALANCED HAAR WAVELET TRANSFORMATION AND CHANGES IN LOCAL MEAN LEVEL ⋮ WAVELET ANALYSIS OF SURFACE MORPHOLOGIES OF MAGNETRON SPUTTERED Al-Cu THIN FILMS ⋮ ON WAVELET METHODS FOR TESTING EQUALITY OF MEAN RESPONSE CURVES ⋮ WAVELET-BASED PARAMETER IDENTIFICATION OF A NONLINEAR MAGNETORHEOLOGICAL DAMPER

Cites Work

• A test for a difference between spectral peak frequencies.
• Clusters of time series
• Comparison of non-stationary time series in the frequency domain
• Large-sample tests of homogeneity for time series models
• A Nonparametric Test for the Parallelism of Two First-Order Autoregressive Processes
• Nonparametric Comparison of Cumulative Periodograms
• Unnamed Item

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