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 …
M Corduas, D Piccolo - Computational statistics & data analysis, 2008 - Elsevier
The statistical properties of the autoregressive (AR) distance between ARIMA processes are investigated. In particular, the asymptotic distribution of the squared AR distance and an …
T Górecki, M Łuczak - Expert Systems with Applications, 2015 - Elsevier
Multivariate time series (MTS) data are widely used in a very broad range of fields, including medicine, finance, multimedia and engineering. In this paper a new approach for MTS …
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 …
Á López-Oriona, JA Vilar - Expert Systems with Applications, 2021 - Elsevier
Clustering of multivariate time series is a central problem in data mining with applications in many fields. Frequently, the clustering target is to identify groups of series generated by the …
S Soltani, R Modarres… - International Journal of …, 2007 - rezamodarres.iut.ac.ir
In this study, regional climates of Iran were identified based on the properties of the monthly rainfall time series models of 28 main cities of Iran. The autocorrelation (ACF) and partial …
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 …