Direct Multi-Step Estimation and Time Series Classification

Marcella Corduas

A chapter in Mathematical and Statistical Methods for Actuarial Sciences and Finance, 2014, pp 69-72 from Springer

Abstract: Abstract The AR metric represents a consolidated model-based approach for time series classification. The goodness of the final classification may of course be affected by the misspecification of the models describing the observed time series. This article investigates whether a direct multi-step estimation approach can shed some more light on time series comparison.

Keywords: AR metric; Time series classification; Adaptive estimation; Direct multi-step estimation (search for similar items in EconPapers)
Date: 2014
References: Add references at CitEc
Citations:

There are no downloads for this item, see the EconPapers FAQ for hints about obtaining it.

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:spr:sprchp:978-3-319-05014-0_16

Ordering information: This item can be ordered from
http://www.springer.com/9783319050140

DOI: 10.1007/978-3-319-05014-0_16

Access Statistics for this chapter

More chapters in Springer Books from Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().