We propose a periodogram-based metric for classification and clustering of time series with different sample sizes. For … such cases, we know that the Euclidean distance between the periodogram ordinates cannot be used. One possible way to deal …

autocorrelation, sample partial autocorrelation and periodogram based metrics. …

approach may consist on zero-padding the shorter time series in order to increase the corresponding number of periodogram … the time series lengths are very unbalanced. For this latter case, we study some periodogram-based comparison methods and … illustrative example, a periodogram method is used to compare and cluster industrial production series of some developed countries. …

indicator variables. Seven different types of correlation are used: Karl Pearson, Spearman, Signum, Bradley, Shevlyakov … find that performance of indices based on robust measures of correlation such as modified Campbell and Spearman, as well as …

We derive the limit of the expected periodogram in the unit-root case under general conditions. This function is seen …

-euro area stock market series from 1994 to 2006, by using cluster analysis techniques for time series. We use an interpolated-periodogram …

information about both the periodogram of the squared returns and the estimated parameters in the TARCH equation, we compute a …

information about both the periodogram of the squared returns and the estimated parameters in the TARCH equation, we compute a …