%0 Journal Article %A Maharaj, Ann %D 2017 %T Comparison and Classification of Stationary Multivariate Time Series %U https://bridges.monash.edu/articles/journal_contribution/Comparison_and_Classification_of_Stationary_Multivariate_Time_Series/5085187 %R 10.4225/03/59378ce4e037a %2 https://bridges.monash.edu/ndownloader/files/8618962 %K 1959.1/36090 %K monash:6935 %K 1997 %X Time series often have patterns that form a basis for comparing them or classifying them into groups. Pattern recognition of time series arises in a number of practical situations. Procedures for the comparison and classification of univariate stationary series already exist in the literature. A famous application is the comparison and classification of earthquake and nuclear explosion waveforms - Shumway (1982). In this paper we present procedures to compare and classify stationary multivariate time series. Simulations studies show that the procedures perform fairly well for reasonably long series. %I Monash University