The AR metric represents a consolidated model-based approach for time series classification. The goodness of the final classification may of course be affected by the misspecification of the models describing the observed time series. This article investigates whether a direct multi-step estimation approach can shed some more light on time series comparison.
Direct multi-step estimation and time series classification / Corduas, Marcella. - 1:(2014), pp. 69-72. [10.1007/978-3-319-05014-0_16]
Direct multi-step estimation and time series classification
CORDUAS, MARCELLA
2014
Abstract
The AR metric represents a consolidated model-based approach for time series classification. The goodness of the final classification may of course be affected by the misspecification of the models describing the observed time series. This article investigates whether a direct multi-step estimation approach can shed some more light on time series comparison.File in questo prodotto:
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