期刊
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION
卷 38, 期 3, 页码 527-540出版社
TAYLOR & FRANCIS INC
DOI: 10.1080/03610910802562716
关键词
Autocorrelation function; Cluster analysis; Interpolated periodogram; Reduced periodogram; Spectral analysis; Time series; Zero-padding
资金
- Fundacao para a Ciencia e a Tecnologia
- MEC, Spain [SEJ2007-64500]
In statistical data analysis it is often important to compare, classify, and cluster different time series. For these purposes various methods have been proposed in the literature, but they usually assume time series with the same sample size. In this article, we propose a spectral domain method for handling time series of unequal length. The method make the spectral estimates comparable by producing statistics at the same frequency. The procedure is compared with other methods proposed in the literature by a Monte Carlo simulation study. As an illustrative example, the proposed spectral method is applied to cluster industrial production series of some developed countries.
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