Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach

G De Luca, P Zuccolotto - International Journal of Approximate Reasoning, 2021 - Elsevier
Time series clustering with a dissimilarity matrix based on tail dependence coefficients
estimated by copula functions has been proposed in 2011 by De Luca and Zuccolotto, who …

Copula-based fuzzy clustering of spatial time series

M Disegna, P D'Urso, F Durante - Spatial Statistics, 2017 - Elsevier
This paper contributes to the existing literature on the analysis of spatial time series
presenting a new clustering algorithm called COFUST, ie COpula-based FUzzy clustering …

[HTML][HTML] Space–time series clustering: Algorithms, taxonomy, and case study on urban smart cities

A Belhadi, Y Djenouri, K Nørvåg, H Ramampiaro… - … Applications of Artificial …, 2020 - Elsevier
This paper provides a short overview of space–time series clustering, which can be
generally grouped into three main categories such as: hierarchical, partitioning-based, and …

Hierarchical variable clustering via copula-based divergence measures between random vectors

S De Keyser, I Gijbels - International Journal of Approximate Reasoning, 2024 - Elsevier
This article considers rank-invariant clustering of continuous data via copula-based Φ-
dependence measures. The general theoretical framework establishes dependence …

Nonlinear random forest classification, a copula-based approach

R Mesiar, A Sheikhi - Applied Sciences, 2021 - mdpi.com
In this work, we use a copula-based approach to select the most important features for a
random forest classification. Based on associated copulas between these features, we carry …

A simple extension of Azadkia Chatterjee's rank correlation to a vector of endogenous variables

J Ansari, S Fuchs - arXiv preprint arXiv:2212.01621, 2022 - arxiv.org
We propose a direct and natural extension of Azadkia & Chatterjee's rank correlation $ T $
introduced in [4] to a set of $ q\geq 1$ endogenous variables. The approach builds upon …

A spatially‐weighted AMH copula‐based dissimilarity measure for clustering variables: An application to urban thermal efficiency

FML Di Lascio, A Menapace, R Pappadà - Environmetrics, 2024 - Wiley Online Library
Investigating thermal energy demand is crucial for developing sustainable cities and the
efficient use of renewable sources. Despite the advances made in this field, the analysis of …

[HTML][HTML] Correlation-based hierarchical clustering of time series with spatial constraints

A Benevento, F Durante - Spatial Statistics, 2024 - Elsevier
Correlation-based hierarchical clustering methods for time series typically are based on a
suitable dissimilarity matrix derived from pairwise measures of association. Here, this …

[HTML][HTML] Dissimilarity functions for rank-invariant hierarchical clustering of continuous variables

S Fuchs, FML Di Lascio, F Durante - Computational Statistics & Data …, 2021 - Elsevier
A theoretical framework is presented for a (copula-based) notion of dissimilarity between
continuous random vectors and its main properties are studied. The proposed dissimilarity …

[HTML][HTML] Hierarchical variable clustering based on the predictive strength between random vectors

S Fuchs, Y Wang - International Journal of Approximate Reasoning, 2024 - Elsevier
A rank-invariant clustering of variables is introduced that is based on the predictive strength
between groups of variables, ie, two groups are assigned a high similarity if the variables in …