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A fragmented-periodogram approach for clustering big data time series.

, , and . Adv. Data Anal. Classif., 14 (1): 117-146 (2020)

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Forecasting with nonstationary dynamic factor models, and . Journal of Econometrics, 119 (2): 291--321 (April 2004)Nonstationary dynamic factor analysis, and . Journal of Statistical Planning and Inference, 136 (4): 1237--1257 (Apr 1, 2006)Circulant singular spectrum analysis: A new automated procedure for signal extraction., , and . Signal Process., (2021)Joint forecasts of Southern European fertility rates with non-stationary dynamic factor models, and . International Journal of Forecasting, 21 (3): 539--550 (00 2005)A fragmented-periodogram approach for clustering big data time series., , and . Adv. Data Anal. Classif., 14 (1): 117-146 (2020)