In many fields of application one needs to classify a new observed time series as belonging to one of two or more ategories. In this paper we propose a discrimination rule based on the AR metric and we investigate its statistical properties.
Time series discrimination using the AR metric / Corduas, Marcella. - STAMPA. - 3:(2004), pp. 143-160.
Time series discrimination using the AR metric
CORDUAS, MARCELLA
2004
Abstract
In many fields of application one needs to classify a new observed time series as belonging to one of two or more ategories. In this paper we propose a discrimination rule based on the AR metric and we investigate its statistical properties.File in questo prodotto:
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