Using Multi-Dimensional Dynamic Time Warping to Identify Time-Varying Lead-Lag Relationships

This paper develops a multi-dimensional Dynamic Time Warping (DTW) algorithm to identify varying lead-lag relationships between two different time series. Specifically, this manuscript contributes to the literature by improving upon the use towards lead-lag estimation. Our two-step procedure compute...

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Detalles Bibliográficos
Autores principales: Stübinger, Johannes, Walter, Dominik
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9501639/
https://www.ncbi.nlm.nih.gov/pubmed/36146233
http://dx.doi.org/10.3390/s22186884

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9501639/
https://www.ncbi.nlm.nih.gov/pubmed/36146233
http://dx.doi.org/10.3390/s22186884

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