If you made any changes in Pure these will be visible here soon.

Research Output 1996 2019

2019
1 Citation (Scopus)

Clustering of interval time series

Maharaj, E. A., Teles, P. & Brito, P., 21 Jan 2019, (Accepted/In press) In : Statistics and Computing. 24 p.

Research output: Contribution to journalArticleResearchpeer-review

Time Series Clustering and Classification

Maharaj, E. A., D'Urso, P. & Caido, J., 2019, 1st ed. Boca Raton FL USA: CRC Press. 228 p. (Computer Science and Data Analysis)

Research output: Book/ReportBookOtherpeer-review

2017
12 Citations (Scopus)

Fuzzy clustering of time series using extremes

D'Urso, P., Maharaj, E. A. & Alonso, A. M., Jul 2017, In : Fuzzy Sets and Systems. 318, p. 56-79 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2016

Clustering seasonal time series using extreme value analysis: An application to Spanish temperature time series

Maharaj, E. A., Alonso, A. M. & D'Urso, P., 2016, In : Communications in Statistics: Case Studies, Data Analysis and Applications. 1, 4, p. 175-191 17 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series clustering

Caido, J., Maharaj, E. A. & D'Urso, P., 2016, Handbook of Cluster Analysis. Hennig, C., Meila, M., Murtagh, F. & Rocci, R. (eds.). Boca Raton FL USA: Chapman & Hall/CRC, p. 241-264 24 p. (Handbooks of Modern Statistical Methods).

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

3 Citations (Scopus)

What drives the Libor–OIS spread? Evidence from five major currency Libor–OIS spreads

Cui, J., In, F. & Maharaj, E. A., 1 Sep 2016, In : International Review of Economics and Finance. 45, p. 358-375 18 p.

Research output: Contribution to journalArticleResearchpeer-review

2014

Classification of cyclical time series using complex demodulation

Maharaj, E. A., 2014, In : Statistics and Computing. 24, 6, p. 1031 - 1046 16 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Discriminant analysis of multivariate time series: Application to diagnosis based on ECG signals

Maharaj, E. A. & Alonso, A. M., 2014, In : Computational Statistics and Data Analysis. 70, p. 67 - 87 21 p.

Research output: Contribution to journalArticleResearchpeer-review

10 Citations (Scopus)

Polarization of forecast densities: A new approach to time series classification

Liu, S., Maharaj, E. A. & Inder, B. A., 2014, In : Computational Statistics and Data Analysis. 70, p. 345 - 361 17 p.

Research output: Contribution to journalArticleResearchpeer-review

16 Citations (Scopus)

Wavelet-based self-organizing maps for classifying multivariate time series

D'Urso, P., De Giovanni, L., Maharaj, E. A. & Massari, R., 2014, In : Journal of Chemometrics. 28, p. 28 - 51 24 p.

Research output: Contribution to journalArticleResearchpeer-review

2013
6 Citations (Scopus)

A hypothesis test using bias-adjusted AR estimators for classifying time series in small samples

Liu, S. & Maharaj, E. A., 2013, In : Computational Statistics and Data Analysis. 60, p. 32 - 49 18 p.

Research output: Contribution to journalArticleResearchpeer-review

20 Citations (Scopus)

Autoregressive model-based fuzzy clustering and its application for detecting information redundancy in air pollution monitoring networks

D'Urso, P., Di Lallo, D. & Maharaj, E. A., 2013, In : Soft Computing. 17, 1, p. 83 - 131 49 p.

Research output: Contribution to journalArticleResearchpeer-review

2012
13 Citations (Scopus)

A wavelet based investigation of long memory in stock returns

Tan, P. P., Galagedera, D. U. A. & Maharaj, E. A., 2012, In : Physica A: Statistical Mechanics and its Applications. 391, 7, p. 2330 - 2341 12 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

The impact of a new term auction facility on Libor-OIS spreads and volatility transmission between money and mortgage markets during the subprime crisis

In, F. H., Cui, J. & Maharaj, E. A., 2012, In : Journal of International Money and Finance. 31, 5, p. 1106 - 1125 20 p.

Research output: Contribution to journalArticleResearchpeer-review

39 Citations (Scopus)

Wavelets-based clustering of multivariate time series

D'Urso, P. & Maharaj, E. A., 2012, In : Fuzzy Sets and Systems. 193, p. 33 - 61 29 p.

Research output: Contribution to journalArticleResearchpeer-review

2011
3 Citations (Scopus)

A comparison of developed and emerging equity market return volatility at different time scales

Maharaj, E., Galagedera, D. & Dark, J., 30 Aug 2011, In : Managerial Finance. 37, 10, p. 940-952 13 p.

Research output: Contribution to journalArticleResearchpeer-review

56 Citations (Scopus)

Fuzzy clustering of time series in the frequency domain

Maharaj, E. & D'Urso, P., 2011, In : Information Sciences. 181, 7, p. 1187 - 1211 25 p.

Research output: Contribution to journalArticleResearchpeer-review

2010
17 Citations (Scopus)

A coherence-based approach for the pattern recognition of time series

Maharaj, E. A. & D'Urso, P., 2010, In : Physica A: Statistical Mechanics and its Applications. 389, 17, p. 3516 - 3537 22 p.

Research output: Contribution to journalArticleResearchpeer-review

7 Citations (Scopus)

Impact of capital control measures on the Malaysian stock market: A multiresolution analysis

Raghavan, M., Dark, J. & Maharaj, E., 2010, In : International Journal of Managerial Finance. 6, 2, p. 116 - 127 12 p.

Research output: Contribution to journalArticleResearchpeer-review

28 Citations (Scopus)

Wavelet-based fuzzy clustering of time series

Maharaj, E., D'Urso, P. & Galagedera, D., 2010, In : Journal of Classification. 27, 2, p. 231 - 275 45 p.

Research output: Contribution to journalArticleResearchpeer-review

2009
80 Citations (Scopus)

Autocorrelation-based fuzzy clustering of time series

D'Urso, P. & Maharaj, E. A., 2009, In : Fuzzy Sets and Systems. 160, 24, p. 3565 - 3589 25 p.

Research output: Contribution to journalArticleResearchpeer-review

6 Citations (Scopus)

Current measures to protect e-consumers' privacy in Australia

Ha, T. T. H., Coghill, K. A. & Maharaj, E. A., 2009, Online Consumer Protection: Theories of Human Relativism. Chen, K. & Fadlalla, A. (eds.). Hershey PA USA: Information Science Publishing, p. 123-150 28 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

4 Citations (Scopus)

Early childhood education and care in urban China: The importance of parental choice

Nyland, B., Nyland, C. & Maharaj, E. A., 2009, In : Early Child Development and Care. 179, 4, p. 517 - 528 12 p.

Research output: Contribution to journalArticleResearchpeer-review

Time series analysis of the Indian Ocean Dipole index

Maharaj, E. A., 2009, Atlantic and Indian Oceans: New Oceanographic Research. Askew, E. S. & Bromley, J. P. (eds.). New York USA: Nova Science Publishers, p. 141 - 158 18 p.

Research output: Chapter in Book/Report/Conference proceedingChapter (Book)Researchpeer-review

2008
4 Citations (Scopus)

Estimation and analysis of the Hurst exponent for Australian stocks using wavelet analysis

Brooks, R. D., Maharaj, E. A. & Pellegrini, B., 2008, In : Applied Financial Economics Letters. 4, 1, p. 41 - 44 4 p.

Research output: Contribution to journalArticleResearchpeer-review

4 Citations (Scopus)

Relationship between downside risk and return: New evidence through a multiscaling approach

Galagedera, D. U. A., Maharaj, E. A. & Brooks, R. D., 2008, In : Applied Financial Economics. 18, 20, p. 1623 - 1633 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Wavelet estimation of asymmetric hedge ratios: Does econometric sophistication boost hedging effectiveness?

Maharaj, E. A., Moosa, I. A., Dark, J. G. & Silvapulle, P., 2008, In : International Journal of Business and Economics. 7, 3, p. 213 - 230 18 p.

Research output: Contribution to journalArticleResearchpeer-review

8 Citations (Scopus)

Wavelet timescales and conditional relationship between higher-order systematic co-moments and portfolio returns

Galagedera, D. U. A. & Maharaj, E. A., 2008, In : Quantitative Finance. 8, 2, p. 201 - 215 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2007
1 Citation (Scopus)
18 Citations (Scopus)

Discrimination of locally stationary time series using wavelets

Maharaj, E. A. & Alonso, A. M., 2007, In : Computational Statistics and Data Analysis. 52, 2, p. 879 - 895 17 p.

Research output: Contribution to journalArticleResearchpeer-review

2006
17 Citations (Scopus)

Comparison of time series using subsampling

Alonso, A. M. & Maharaj, E. A., 2006, In : Computational Statistics and Data Analysis. 50, 10, p. 2589 - 2599 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Discriminant analysis of time series using wavelets

Maharaj, E. A. & Alonso, A. M., 2006, COMPSTAT: Proceedings of the 17th Symposium in Computational Statistics. Rizzi, A. & Vichi, M. (eds.). Heidelberg Germany: Physica Verlag, p. 893 - 900 8 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

2005
39 Citations (Scopus)

Forecasting an index of the Madden-oscillation

Maharaj, E. A. & Wheeler, M. C., 2005, In : International Journal of Climatology. 25, 12, p. 1611 - 1618 8 p.

Research output: Contribution to journalArticleResearchpeer-review

Using wavelets to compare time series patterns

Maharaj, E. A., 2005, In : International Journal of Wavelets, Multiresolution and Information Processing. 3, 4, p. 511 - 521 11 p.

Research output: Contribution to journalArticleResearchpeer-review

2003
21 Citations (Scopus)

Water budgets and nutrients in a native Banksia woodland and an adjacent Medicago sativa pasture

Ward, P. R., Fillery, I. R. P., Maharaj, E. A. & Dunin, F. X., 2003, In : Plant and Soil. 257, 2, p. 305 - 319 15 p.

Research output: Contribution to journalArticleResearchpeer-review

2002
35 Citations (Scopus)

Comparison of non-stationary time series in the frequency domain

Maharaj, E. A., 2002, In : Computational Statistics and Data Analysis. 40, 1, p. 131 - 141 11 p.

Research output: Contribution to journalArticleResearchpeer-review

Pattern recognition of time series using wavelets

Maharaj, E. A., 2002, Proceedings in computational statistics 2002. Hardel, W. & Ronz, B. (eds.). Heidelberg USA: Physica Verlag, p. 497 - 502 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

2000
99 Citations (Scopus)

Clusters of time series

Maharaj, E. A., 2000, In : Journal of Classification. p. 297 - 314 18 p.

Research output: Contribution to journalArticleResearchpeer-review

Comparison of stationary time series using distribution free methods

Maharaj, E. A., 2000, COMPSTAT - Proceedings in Computational Statistics. Heidelberg Germany: Physica Verlag, p. 349 - 354 6 p.

Research output: Chapter in Book/Report/Conference proceedingConference PaperResearchpeer-review

1999
33 Citations (Scopus)

Comparison and classification of stationary multivariate time series

Maharaj, A. E., 1999, In : Pattern Recognition. p. 1129 - 1138 10 p.

Research output: Contribution to journalArticleResearchpeer-review

Forecasting time series from clusters

Maharaj, E. A. & Inder, B. A., 1999, Melbourne Vic Australia: Monash University Publishing. 27 p.

Research output: Book/ReportBookOther

1997

Comparison and classification of stationary multivariate time series

Maharaj, A. E., 1997, Melbourne Vic Australia: Monash University Publishing. 23 p.

Research output: Book/ReportBookOther

The comparison of two or more stationary time series

Maharaj, A. E., 1997, Melbourne Vic Australia: Monash University Publishing. 40 p.

Research output: Book/ReportBookOther

1996
53 Citations (Scopus)

A significance test for classifying ARMA models

Maharaj, E. A., 1 Jan 1996, In : Journal of Statistical Computation and Simulation. 54, 4, p. 305-331 27 p.

Research output: Contribution to journalArticleResearchpeer-review