Time Series Analysis, Forecasting and Control
Time Series Analysis, Forecasting and Control
Database Mining: A Performance Perspective
IEEE Transactions on Knowledge and Data Engineering
Distance Measures for Effective Clustering of ARIMA Time-Series
ICDM '01 Proceedings of the 2001 IEEE International Conference on Data Mining
The Haar Wavelet Transform in the Time Series Similarity Paradigm
PKDD '99 Proceedings of the Third European Conference on Principles of Data Mining and Knowledge Discovery
On the Need for Time Series Data Mining Benchmarks: A Survey and Empirical Demonstration
Data Mining and Knowledge Discovery
Time series clustering based on forecast densities
Computational Statistics & Data Analysis
A periodogram-based metric for time series classification
Computational Statistics & Data Analysis
Clustering of time series data-a survey
Pattern Recognition
Clustering heteroskedastic time series by model-based procedures
Computational Statistics & Data Analysis
Online annotation and prediction for regime switching data streams
Proceedings of the 2009 ACM symposium on Applied Computing
Detection of unique temporal segments by information theoretic meta-clustering
Proceedings of the 15th ACM SIGKDD international conference on Knowledge discovery and data mining
Identifying financial time series with similar dynamic conditional correlation
Computational Statistics & Data Analysis
Clustering of discretely observed diffusion processes
Computational Statistics & Data Analysis
Incremental clustering of gesture patterns based on a self organizing incremental neural network
IJCNN'09 Proceedings of the 2009 international joint conference on Neural Networks
Non-linear time series clustering based on non-parametric forecast densities
Computational Statistics & Data Analysis
A novel clustering method on time series data
Expert Systems with Applications: An International Journal
ACM Computing Surveys (CSUR)
A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples
Computational Statistics & Data Analysis
Stock market co-movement assessment using a three-phase clustering method
Expert Systems with Applications: An International Journal
Polarization of forecast densities: A new approach to time series classification
Computational Statistics & Data Analysis
Unsupervised learning algorithm for time series using bivariate AR(1) model
Expert Systems with Applications: An International Journal
A spatial contagion measure for financial time series
Expert Systems with Applications: An International Journal
| Hi-index | 0.03 |
The statistical properties of the autoregressive (AR) distance between ARIMA processes are investigated. In particular, the asymptotic distribution of the squared AR distance and an approximation which is computationally efficient are derived. Moreover, the problem of time series clustering and classification is discussed and the performance of the AR distance is illustrated by means of some empirical applications.