کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
416218 681302 2006 17 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
A periodogram-based metric for time series classification
موضوعات مرتبط
مهندسی و علوم پایه مهندسی کامپیوتر نظریه محاسباتی و ریاضیات
پیش نمایش صفحه اول مقاله
A periodogram-based metric for time series classification
چکیده انگلیسی

The statistical discrimination and clustering literature has studied the problem of identifying similarities in time series data. Some studies use non-parametric approaches for splitting a set of time series into clusters by looking at their Euclidean distances in the space of points. A new measure of distance between time series based on the normalized periodogram is proposed. Simulation results comparing this measure with others parametric and non-parametric metrics are provided. In particular, the classification of time series as stationary or as non-stationary is discussed. The use of both hierarchical and non-hierarchical clustering algorithms is considered. An illustrative example with economic time series data is also presented.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Computational Statistics & Data Analysis - Volume 50, Issue 10, 20 June 2006, Pages 2668–2684
نویسندگان
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