Maharaj, Elizabeth Ann; D’Urso, Pierpaolo - In: Physica A: Statistical Mechanics and its Applications 389 (2010) 17, pp. 3516-3537
A pattern recognition approach based on the frequency domain measure of squared coherence is a useful approach to identify linearly related groupings of time series over different periods of time. It is considered in an application to identify similar patterns of the yearly rates of change in...