A test to compare interval time series

نویسندگان

چکیده

We compare two interval time series (ITS) by testing whether their underlying distributions are significantly different or not. To perform hypothesis testing, we make use of the discrete wavelet transform (DWT) which decomposes a into set coefficients over number frequency bands scales. obtain DWT radius and centre each ITS at scales, randomisation tests. In order to test, observations must be uncorrelated; this condition is more less satisfied since scale, approximately uncorrelated with other. Our proposed test statistic ratio determinants covariance matrix DWTs ITS, scale. This ensures that variability between upper lower bounds encompassed. Simulation studies conducted evaluate performance show reasonably good estimates size power under most conditions, applications real reveal practical usefulness test.

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ژورنال

عنوان ژورنال: International Journal of Approximate Reasoning

سال: 2021

ISSN: ['1873-4731', '0888-613X']

DOI: https://doi.org/10.1016/j.ijar.2021.02.008