Time-series clustering via quasi U-statistics

dc.creatorValk, M
dc.creatorPinheiro, A
dc.date2012
dc.dateJUL
dc.date2014-08-01T18:22:18Z
dc.date2015-11-26T16:59:32Z
dc.date2014-08-01T18:22:18Z
dc.date2015-11-26T16:59:32Z
dc.date.accessioned2018-03-28T23:47:12Z
dc.date.available2018-03-28T23:47:12Z
dc.identifierJournal Of Time Series Analysis. Wiley-blackwell, v. 33, n. 4, n. 608, n. 619, 2012.
dc.identifier0143-9782
dc.identifierWOS:000305243800006
dc.identifier10.1111/j.1467-9892.2012.00793.x
dc.identifierhttp://www.repositorio.unicamp.br/jspui/handle/REPOSIP/77906
dc.identifierhttp://repositorio.unicamp.br/jspui/handle/REPOSIP/77906
dc.identifier.urihttp://repositorioslatinoamericanos.uchile.cl/handle/2250/1278215
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionThe problem of time-series discrimination and classification is discussed. We propose a novel clustering algorithm based on a class of quasi U-statistics and subgroup decomposition tests. The decomposition may be applied to any concave time-series distance. The resulting test statistics are proven to be asymptotically normal for either i.i.d. or non-identically distributed groups of time-series under mild conditions. We illustrate its empirical performance on a simulation study and a real data analysis. The simulation setup includes stationary vs. stationary and stationary vs. non-stationary cases. The performance of the proposed method is favourably compared with some of the most common clustering measures available.
dc.description33
dc.description4
dc.description608
dc.description619
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)
dc.descriptionConselho Nacional de Desenvolvimento Científico e Tecnológico (CNPq)
dc.descriptionFAPESP [2007/02767-6, 2008/51097-6, 2009/14176-8]
dc.descriptionCNPq [306993/2008-2, 480919/2009-7]
dc.languageen
dc.publisherWiley-blackwell
dc.publisherHoboken
dc.publisherEUA
dc.relationJournal Of Time Series Analysis
dc.relationJ. Time Ser. Anal.
dc.rightsfechado
dc.rightshttp://olabout.wiley.com/WileyCDA/Section/id-406071.html
dc.sourceWeb of Science
dc.subjectHigher-order asymptotics
dc.subjectnon-stationary time series
dc.subjectnon-parametric tests
dc.subjectstationary time series
dc.subjecttime-series classification
dc.subjecttime-series clustering
dc.subjectClassification
dc.subjectDiscrimination
dc.titleTime-series clustering via quasi U-statistics
dc.typeArtículos de revistas


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