The Autoregressive metric for comparing time series models
The Autoregressive metric was firstly introduced in 1983 as a tool for choosing a representative element from a large collection of time series and for clustering temporal data. The proposal has been extended to many contexts and has raised increasing interests in both time series methods and applic...
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| Format: | Article |
| Language: | English |
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University of Bologna
2013-05-01
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| Series: | Statistica |
| Online Access: | http://rivista-statistica.unibo.it/article/view/3598 |