Structural classification of locally stationary time series based on second-order characteristics
基于二阶特征的局部平稳时间序列结构分类
Abstract Time series classification is crucial for numerous scientific and engineering applications. In this article, we present a numerically efficient, practically competitive, and theoretically rigorous classification method for distinguishing between two classes of locally stationary time series based on their time-domain, second-order characteristics. Our approach builds on the autoregressive approximation for locally stationary time series, imposes no requirement on…