In this paper we propose a procedure that uses a single-index model to construct interpolation intervals for a general class of linear processes. We present an extensive Monte Carlo experiment which studies the finite sample properties of this procedure. Finally, we illustrate the performance of...

<Para ID="Par1">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...</para>