Weighted score-driven fuzzy clustering of time series with a financial application

R Cerqueti, P D'Urso, L De Giovanni… - Expert Systems with …, 2022 - Elsevier
Time series data are commonly clustered based on their distributional characteristics. The
moments play a central role among such characteristics because of their relevant …

[HTML][HTML] Quantile-based fuzzy clustering of multivariate time series in the frequency domain

Á López-Oriona, JA Vilar, P D'Urso - Fuzzy Sets and Systems, 2022 - Elsevier
A novel procedure to perform fuzzy clustering of multivariate time series generated from
different dependence models is proposed. Different amounts of dissimilarity between the …

[HTML][HTML] INGARCH-based fuzzy clustering of count time series with a football application

R Cerqueti, P D'Urso, L De Giovanni, R Mattera… - Machine Learning with …, 2022 - Elsevier
Although there are many contributions in the time series clustering literature, few studies still
deal with count time series data. This paper aims to develop a fuzzy clustering procedure for …

Time series classification based on complex network

H Li, R Jia, X Wan - Expert Systems with Applications, 2022 - Elsevier
Time series classification is an important topic in data mining. Time series classification
methods have been studied by many researchers. A feature-weighted classification method …

[HTML][HTML] Hard and soft clustering of categorical time series based on two novel distances with an application to biological sequences

Á López-Oriona, JA Vilar, P D'Urso - Information Sciences, 2023 - Elsevier
Two novel distances between categorical time series are introduced. Both of them measure
discrepancies between extracted features describing the underlying serial dependence …

[HTML][HTML] A review of outlier detection and robust estimation methods for high dimensional time series data

D Peña, VJ Yohai - Econometrics and Statistics, 2023 - Elsevier
Diagnostic procedures for finding outliers in high dimensional multivariate time series and
robust estimation methods for these data are reviewed. First, methods for searching for …

[HTML][HTML] Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques

Á López-Oriona, P D'Urso, JA Vilar… - International Journal of …, 2022 - Elsevier
Robust fuzzy clustering of multivariate time series is addressed when the clustering purpose
is grouping together series generated from similar stochastic processes. Robustness to the …

[HTML][HTML] Outlier detection for multivariate time series: A functional data approach

Á López-Oriona, JA Vilar - Knowledge-Based Systems, 2021 - Elsevier
A method for detecting outlier samples in a multivariate time series dataset is proposed. It is
assumed that an outlying series is characterized by having been generated from a different …

Spatial weighted robust clustering of multivariate time series based on quantile dependence with an application to mobility during COVID-19 pandemic

Á López-Oriona, P D'Urso, JA Vilar… - … on Fuzzy Systems, 2021 - ieeexplore.ieee.org
In this article, a fuzzy clustering model for multivariate time series based on the quantile
cross-spectral density and principal component analysis is extended by including: 1) a …

[HTML][HTML] Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment …

M Ghaemi Asl, OB Adekoya, MM Rashidi - Annals of Operations Research, 2023 - Springer
Abstract Distributed Ledger Technology (DLT) is highly applicable in various fields,
especially the supply chain in many sectors. Against limited empirical evidence, this paper …