Time-frequency clustering and discriminant analysis

We consider the use of time-varying spectra for classification and clustering of non-stationary time series. In particular, recent developments using local stationarity and Kullback-Leibler discrimination measures of distance are exploited for classifying earthquakes and mining explosions at regional distances.

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Year of publication:	2003
Authors:	Shumway, Robert H.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 63.2003, 3, p. 307-314
Publisher:	Elsevier
Keywords:	Spectral analysis Kullback-Leibler Seismology Nuclear testing Earthquakes and explosions

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319340