In finance, cluster analysis is a tool particularly useful for classifying stock market multivariate time series data related to daily returns, volatility daily stocks returns, commodity …
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 …
P D'urso, R Massari - Information Sciences, 2019 - Elsevier
A fuzzy clustering model for data with mixed features is proposed. The clustering model allows different types of variables, or attributes, to be taken into account. This result is …
In spatiotemporal data commonly encountered in geographical systems, biomedical signals, and the like, each datum is composed of features comprising a spatial component and a …
Traditional and fuzzy cluster analyses are applicable to variables whose values are uncorrelated. Hence, in order to cluster time series data which are usually serially …
We investigate the fuzzy clustering of interval time series using wavelet variances and covariances; in particular, we use a fuzzy c-medoids clustering algorithm. Traditional …
A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the …
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 …
In recent years, the research of statistical methods to analyze complex structures of data has increased. In particular, a lot of attention has been focused on the interval-valued data. In a …