[图书][B] Time series clustering and classification

EA Maharaj, P D'Urso, J Caiado - 2019 - taylorfrancis.com
The beginning of the age of artificial intelligence and machine learning has created new
challenges and opportunities for data analysts, statisticians, mathematicians …

A novel deep learning approach for anomaly detection of time series data

Z Ji, J Gong, J Feng - Scientific Programming, 2021 - Wiley Online Library
Anomalies in time series, also called “discord,” are the abnormal subsequences. The
occurrence of anomalies in time series may indicate that some faults or disease will occur …

GARCH-based robust clustering of time series

P D'Urso, L De Giovanni, R Massari - Fuzzy Sets and Systems, 2016 - Elsevier
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 …

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 …

Cepstral-based clustering of financial time series

P D'Urso, L De Giovanni, R Massari… - Expert Systems with …, 2020 - Elsevier
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 …

Time series clustering

J Caiado, EA Maharaj, P D'Urso - Handbook of cluster …, 2015 - api.taylorfrancis.com
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 …

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 …

Clustering of financial time series

P D'Urso, C Cappelli, D Di Lallo, R Massari - Physica A: Statistical …, 2013 - Elsevier
This paper addresses the topic of classifying financial time series in a fuzzy framework
proposing two fuzzy clustering models both based on GARCH models. In general clustering …

Model-based fuzzy time series clustering of conditional higher moments

R Cerqueti, M Giacalone, R Mattera - International Journal of Approximate …, 2021 - Elsevier
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 …

Fuzzy clustering with spatial–temporal information

P D'Urso, L De Giovanni, M Disegna, R Massari - Spatial Statistics, 2019 - Elsevier
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 …