In this paper we propose different robust fuzzy clustering models for classifying heteroskedastic (volatility) time series, following the so-called model-based approach to time …
Time series data are commonly clustered based on their distributional characteristics. The moments play a central role among such characteristics because of their relevant …
In this paper, following the Partitioning Around Medoids (PAM) approach and the fuzzy theory, we propose a clustering model for financial time series based on the estimated …
The literature on time-series clustering methods has increased considerably over the last two decades with a wide range of applications in many different fields, including geology …
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 …
This paper develops a new time series clustering procedure allowing for heteroskedasticity, non-normality and model's non-linearity. At this aim, we follow a fuzzy approach …
Clustering geographical units based on a set of quantitative features observed at several time occasions requires to deal with the complexity of both space and time information. In …
B Lafuente-Rego, P D'Urso, JA Vilar - Statistical papers, 2020 - Springer
Robustness to the presence of outliers in time series clustering is addressed. Assuming that the clustering principle is to group realizations of series generated from similar dependence …
In this paper, we propose a new fuzzy clustering of time series with entropy regularization. Following a model-based approach, the dissimilarity measure is based on the bivariate …