Frequency analysis of a sequence of dependent and/or non-stationary hydro-meteorological observations: A review

MN Khaliq, TBMJ Ouarda, JC Ondo, P Gachon… - Journal of …, 2006 - Elsevier
Frequency analysis is a technique of fitting a probability distribution to a series of
observations for defining the probabilities of future occurrences of some events of interest …

TSclust: An R package for time series clustering

P Montero, JA Vilar - Journal of Statistical Software, 2015 - jstatsoft.org
Time series clustering is an active research area with applications in a wide range of fields.
One key component in cluster analysis is determining a proper dissimilarity measure …

[图书][B] Time series clustering and classification

EA Maharaj, P D'Urso, J Caiado - 2019 - taylorfrancis.com
The beginning of the age of artificial intelligence and machine learning has created new
challenges and opportunities for data analysts, statisticians, mathematicians …

A periodogram-based metric for time series classification

J Caiado, N Crato, D Peña - Computational Statistics & Data Analysis, 2006 - Elsevier
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 …

Autocorrelation-based fuzzy clustering of time series

P D'Urso, EA Maharaj - Fuzzy Sets and Systems, 2009 - Elsevier
The traditional approaches to clustering a set of time series are generally applicable if there
is a fixed underlying structure to the time series so that each will belong to one cluster or the …

Intraday price discovery and volatility transmission between the dual-listed stock index futures and spot markets–new evidence from India

S Sundararajan, SA Balasubramanian - International Journal of …, 2023 - emerald.com
Purpose This study empirically explores the intraday price discovery mechanism and
volatility transmission effect between the dual-listed Indian Nifty index futures traded …

Clustering time series by linear dependency

AM Alonso, D Peña - Statistics and Computing, 2019 - Springer
We present a new way to find clusters in large vectors of time series by using a measure of
similarity between two time series, the generalized cross correlation. This measure …

A new method to compare the spectral densities of two independent periodically correlated time series

MR Mahmoudi, MH Heydari, R Roohi - Mathematics and Computers in …, 2019 - Elsevier
In some situations, for example in signal processing, economics, electronic, finance, and
climatology, researchers wish to determine whether the two time series are generated by the …

[HTML][HTML] Fuzzy clustering to classify several time series models with fractional Brownian motion errors

MR Mahmoudi, D Baleanu, SN Qasem… - Alexandria Engineering …, 2021 - Elsevier
In real world problems, scientists aim to classify and cluster several time series processes
that can be used for a dataset. In this research, for the first time, based on fuzzy clustering …

Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models

MR Mahmoudi, MH Heydari… - … in Statistics-Theory and …, 2019 - Taylor & Francis
Full article: Testing the difference between spectral densities of two independent periodically
correlated (cyclostationary) time series models Skip to Main Content Taylor and Francis Online …