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Abstract Details
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Activity Number:
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621
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Type:
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Contributed
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Date/Time:
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Thursday, August 4, 2011 : 8:30 AM to 10:20 AM
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Sponsor:
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Section on Statistical Computing
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| Abstract - #303181 |
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Title:
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Analysis of Variance with Time Series Data by Cross-Fitting Distance
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Author(s):
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Aleksandr Savenkov*+ and Samuel S. Wu
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Companies:
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University of Florida and University of Florida
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Address:
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2841 SW 13th Str Apt A302, Gainesville, FL, 32608, USA
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Keywords:
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Cross-fitting distance ;
ANOVA
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Abstract:
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In this presentation we discuss analysis of variance with time series based on cross-fitting distance and permutation test. These types of problems rely on the ability to measure the similarity between time series. There are two main approaches to perform pairwise comparison between time series: one deals with selected features extracted from data; the other relies on comparison models built from the raw data with likelihood ratio type testing. The distance measure used in our analysis is based on cross-fitting. The proposed distance should be a promising tool for analysis of variance and time series clustering.
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