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Non parametric and robust statistical test based on wavelets for time series classification

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dc.contributor.advisorLaniado Rodas, Henry
dc.contributor.advisorRíos Querubín, Mateo
dc.contributor.authorSánchez González, Alejandra
dc.coverage.spatialMedellín de: Lat: 06 15 00 N degrees minutes Lat: 6.2500 decimal degrees Long: 075 36 00 W degrees minutes Long: -75.6000 decimal degreeseng
dc.creator.emailalejandra.sanchez@usautoto.edu.cospa
dc.date.accessioned2018-12-10T17:10:08Z
dc.date.available2018-12-10T17:10:08Z
dc.date.issued2018
dc.description.abstractIn this article a statistical procedure for identifying if a time series set follows the same model is developed -- With the aim of supporting characterization and pattern recognition for temporal series, and inspired by the methodology of Maharaj E. A.[1], we take advantage of the wavelet coefficients properties to characterize a signal and our procedure is made by means of a randomization test on those coefficient -- Our main contribution in this work is to introduce modified versions of test statistic in test for pattern recognition of time series which in general, have a great performance in terms of size and power, both being desirable features in a statistic test -- It is worth pointing out that we introduce robust statistical tests whose performance are better in presence of atypical values than some techniques already studied in the literature -- The methodology developed here allow us to design a new method to classify time series and atypical values identification -- We implement our new methods in real and simulated casesspa
dc.description.degreelevelMaestríaspa
dc.description.degreenameMagíster en Matemáticas Aplicadasspa
dc.format.mimetypeapplication/pdf
dc.identifier.ddc515.243 S669
dc.identifier.instnameinstname:Universidad EAFIT
dc.identifier.reponamereponame:Repositorio Institucional Universidad EAFIT
dc.identifier.repourlrepourl:https://repository.eafit.edu.co
dc.identifier.urihttps://hdl.handle.net/10784/13318
dc.language.isoeng
dc.publisherUniversidad EAFITspa
dc.publisher.departmentDepartamento de Ciencias Básicasspa
dc.publisher.facultyEscuela de Cienciasspa
dc.publisher.placeMedellínspa
dc.publisher.programMaestría en Matemáticas Aplicadasspa
dc.rights.accessrightsinfo:eu-repo/semantics/openAccess
dc.rights.coarhttp://purl.org/coar/access_right/c_abf2
dc.rights.localAcceso abierto
dc.subjectTransformada de Waveletspa
dc.subjectCoeficiente de ondulaciónspa
dc.subjectPrueba de aleatorizaciónspa
dc.subject.keywordTime-series analysisspa
dc.subject.keywordEstimation theoryspa
dc.subject.lembANÁLISIS DE SERIES DE TIEMPOspa
dc.subject.lembTEORÍA DE LA ESTIMACIÓNspa
dc.titleNon parametric and robust statistical test based on wavelets for time series classification
dc.typeinfo:eu-repo/semantics/masterThesis
dc.type.coarhttp://purl.org/coar/resource_type/c_bdcc
dc.type.coarversionhttp://purl.org/coar/version/c_ab4af688f83e57aa
dc.type.localTesis de Maestríaspa
dc.type.redcolhttp://purl.org/redcol/resource_type/TM
dc.type.versioninfo:eu-repo/semantics/acceptedVersion
dspace.entity.typePublication

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Maestría en Matemáticas Aplicadas (tesis)