Consistent Testing for Pairwise Dependence in Time Series.
Konstantinos FokianosMaria PitsillouPublished in: Technometrics (2017)
Keyphrases
- pairwise
- dynamic time warping
- non stationary
- test cases
- loss function
- higher order
- stock market
- point sets
- belief propagation
- semi supervised
- multi class
- clustering method
- data sets
- spectral clustering
- statistical tests
- data mining tasks
- software testing
- pairwise constraints
- consistency constraints
- financial time series
- dependence structure