Journal Title
Title of Journal: J Classif
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Abbravation: Journal of Classification
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Authors: Andrés M Alonso David Casado Sara LópezPintado Juan Romo
Publish Date: 2014/11/05
Volume: 31, Issue: 3, Pages: 325-350
Abstract
We propose using the integrated periodogram to classify time series The method assigns a new time series to the group that minimizes the distance between the series integrated periodogram and the group mean of integrated periodograms Local computation of these periodograms allows the application of this approach to nonstationary time series Since the integrated periodograms are curves we apply functional data depthbased techniques to make the classification robust which is a clear advantage over other competitive procedures The method provides small error rates for both simulated and real data It improves existing approaches and presents good computational behaviorAll authors supported in part by CICYT Spain grants SEJ200764500 and MICINN Spain grant ECO200805080 Research partially supported by grant ECO201125706 of the Spanish Ministry of Science and Innovation AM Alonso supported in part by MICINN Spain grant ECO201238442
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