Classification of non-stationary time series

DOI10.1002/sta4.51MaRDI QIDQ6537784

Karolina Krzemieniewska, Idris A. Eckley, Paul Fearnhead

Publication date: 14 May 2024

Published in: Stat (Search for Journal in Brave)

zbMATH Keywords

waveletsclassificationtime serieslocally stationary

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

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• Fitting time series models to nonstationary processes
• Time-frequency clustering and discriminant analysis.
• The SLEX model of a non-stationary random process
• Discrimination and Clustering for Multivariate Time Series
• Linear Discriminant Functions for Stationary Time Series
• Consistent Classification of Nonstationary Time Series Using Stochastic Wavelet Representations
• A Note on the Effect of Wavelet Choice on the Estimation of the Evolutionary Wavelet Spectrum
• Discrimination and Classification of Nonstationary Time Series Using the SLEX Model

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