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<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>
Persistent link: https://www.econbiz.de/10011152082
A new definition of depth for functional observations is introduced based on the notion of "half-region" determined by a curve. The half-region depth provides a simple and natural criterion to measure the centrality of a function within a sample of curves. It has computational advantages...
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We propose notions of simplicial band depth for multivariate functional data that extend the univariate functional band depth. The proposed simplicial band depths provide simple and natural criteria to measure the centrality of a trajectory within a sample of curves. Based on these depths, a...
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We propose robust inference tools for functional data based on the notion of depth for curves. We extend the ideas of trimmed regions, contours and central regions to functions and study their structural properties and asymptotic behavior. Next, we introduce a scale curve to describe dispersion...
Persistent link: https://www.econbiz.de/10005417121
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