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Clustering of time series with genetic algorithms

Author

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  • Roberto Baragona
  • Francesco Battaglia
  • Claudio Calzini

Abstract

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Suggested Citation

  • Roberto Baragona & Francesco Battaglia & Claudio Calzini, 2001. "Clustering of time series with genetic algorithms," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1-2), pages 111-128.
    • Handle: RePEc:mtn:ancoec:2001:108
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    File URL: https://www.dss.uniroma1.it/RePec/mtn/articoli/2001-LIX-1_2-8.pdf
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    References listed on IDEAS

    as
    1. R. Baragona & F. Carlucci, 1997. "An Optimality Criterion For Aggregating A Set Of Time Series In A Composite Index," Journal of Time Series Analysis, Wiley Blackwell, vol. 18(1), pages 1-9, January.
    2. Domenico Piccolo, 1990. "A Distance Measure For Classifying Arima Models," Journal of Time Series Analysis, Wiley Blackwell, vol. 11(2), pages 153-164, March.
    3. Stephen P. Brooks, 1995. "A Hybrid Optimization Algorithm," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 44(4), pages 530-533, December.
    Full references (including those not matched with items on IDEAS)

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    Cited by:

    1. Roberto Baragona & Francesco Battaglia & Domenico Cucina, 2004. "Estimating threshold subset autoregressive moving-average models by genetic algorithms," Metron - International Journal of Statistics, Dipartimento di Statistica, Probabilità e Statistiche Applicate - University of Rome, vol. 0(1), pages 39-61.
    2. S. Bandyopadhyay & R. Baragona & U. Maulik, 2010. "Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization," Working Papers 028, COMISEF.
    3. Corduas, Marcella & Piccolo, Domenico, 2008. "Time series clustering and classification by the autoregressive metric," Computational Statistics & Data Analysis, Elsevier, vol. 52(4), pages 1860-1872, January.

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