[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 …

Trimmed fuzzy clustering of financial time series based on dynamic time warping

P D'Urso, L De Giovanni, R Massari - Annals of operations research, 2021 - Springer
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 …

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 …

Fuzzy clustering of mixed data

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 …

Clustering spatiotemporal data: An augmented fuzzy c-means

H Izakian, W Pedrycz, I Jamal - IEEE transactions on fuzzy …, 2012 - ieeexplore.ieee.org
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 …

Fuzzy clustering of time series in the frequency domain

EA Maharaj, P D'Urso - Information Sciences, 2011 - Elsevier
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 …

Wavelet-based fuzzy clustering of interval time series

P D'Urso, L De Giovanni, EA Maharaj, P Brito… - International Journal of …, 2023 - Elsevier
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 …

[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 …

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 …

Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations

P D'Urso, L De Giovanni, LS Alaimo, R Mattera… - Annals of Operations …, 2024 - Springer
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 …