A periodogram-based metric for time series classification

Computational Statistics and Data Analysis

Volumn 50, Issue 10, 2006, Pages 2668-2684

  Caiado, Jorge ^a,b   Crato, Nuno ^a,c   Peña, Daniel ^d  

^a CEMAPRE Centro de Matemática Aplicada à Previsão e Decisao Economica   (Portugal)

^b INSTITUTO POLITÉCNICO DE SETÚBAL   (Portugal)

^c ISEG LISBON SCHOOL OF ECONOMICS AND MANAGEMENT   (Portugal)

^d UNIVERSIDAD CARLOS III DE MADRID   (Spain)

Author keywords

Autocorrelation function; Classification; Clustering; Euclidean distance; Periodogram; Stationary and non stationary time series

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; HIERARCHICAL SYSTEMS; METRIC SYSTEM; STATISTICAL METHODS;

AUTOCORRELATION FUNCTION; CLUSTERING; EUCLIDEAN DISTANCE; PERIODOGRAM; STATIONARY AND NON-STATIONARY TIME SERIES;

TIME SERIES ANALYSIS;

EID: 33646082004     PISSN: 01679473     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.csda.2005.04.012     Document Type: Article

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