P Montero, JA Vilar - Journal of Statistical Software, 2015 - jstatsoft.org
Time series clustering is an active research area with applications in a wide range of fields. One key component in cluster analysis is determining a proper dissimilarity measure …
The beginning of the age of artificial intelligence and machine learning has created new challenges and opportunities for data analysts, statisticians, mathematicians …
J Caiado, N Crato, D Peña - Computational Statistics & Data Analysis, 2006 - Elsevier
The statistical discrimination and clustering literature has studied the problem of identifying similarities in time series data. Some studies use non-parametric approaches for splitting a …
The traditional approaches to clustering a set of time series are generally applicable if there is a fixed underlying structure to the time series so that each will belong to one cluster or the …
Purpose This study empirically explores the intraday price discovery mechanism and volatility transmission effect between the dual-listed Indian Nifty index futures traded …
AM Alonso, D Peña - Statistics and Computing, 2019 - Springer
We present a new way to find clusters in large vectors of time series by using a measure of similarity between two time series, the generalized cross correlation. This measure …
MR Mahmoudi, MH Heydari, R Roohi - Mathematics and Computers in …, 2019 - Elsevier
In some situations, for example in signal processing, economics, electronic, finance, and climatology, researchers wish to determine whether the two time series are generated by the …
MR Mahmoudi, D Baleanu, SN Qasem… - Alexandria Engineering …, 2021 - Elsevier
In real world problems, scientists aim to classify and cluster several time series processes that can be used for a dataset. In this research, for the first time, based on fuzzy clustering …
MR Mahmoudi, MH Heydari… - … in Statistics-Theory and …, 2019 - Taylor & Francis
Full article: Testing the difference between spectral densities of two independent periodically correlated (cyclostationary) time series models Skip to Main Content Taylor and Francis Online …