The comparison of two spectral density functions using the bootstrap
Journal of Statistical Computation and Simulation
A test for a difference between spectral peak frequencies
Computational Statistics & Data Analysis
A periodogram-based metric for time series classification
Computational Statistics & Data Analysis
Autocorrelation-based fuzzy clustering of time series
Fuzzy Sets and Systems
Comparing non-stationary and irregularly spaced time series
Computational Statistics & Data Analysis
Hi-index | 0.03 |
In this paper we compare two non-stationary time series using non-parametric procedures. Evolutionary spectra are estimated for the two series. Randomization tests are performed on groups of spectral estimates for both related and independent time series. Simulation studies show that in certain cases the tests perform reasonably well. The tests are applied to observed geological and financial time series.