A local spectral approach for assessing time series model misspecification.

Tucker McElroy Scott H. Holan

Published in: J. Multivar. Anal. (2009)

Keyphrases

dynamic time warping
spectral analysis
non stationary
spectral methods
multivariate time series
symbolic representation
spectral features
subsequence matching
hyperspectral imagery
assessment process
data sets
normalized cut
stock price
temporal data
hyperspectral
data structure
multiscale
real world