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We propose using the integrated periodogram to classify time series. The method assigns a new element to the group minimizing the distance from the integrated periodogram of the element to the group mean of integrated periodograms. Local computation of these periodograms allows the application...
Persistent link: https://www.econbiz.de/10005417130
A popular approach for classifying functional data is based on the distances from the function or its derivatives to group representative (usually the mean) functions or their derivatives. In this paper, we propose using a combination of those distances. Simulation studies show that our...
Persistent link: https://www.econbiz.de/10008505989
In the present document, an extension of the statistical depth notion is introduced with the aim to allow for measuring proximities between pairs of points. In particular, we will extend the simplicial depth function, which measures how central is a point by using random simplices (triangles in...
Persistent link: https://www.econbiz.de/10008462919