Wavelet-based Fuzzy Clustering of Time Series
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- Pierpaolo D’Urso & Livia Giovanni & Riccardo Massari & Dario Lallo, 2013. "Noise fuzzy clustering of time series by autoregressive metric," METRON, Springer;Sapienza Università di Roma, vol. 71(3), pages 217-243, November.
- repec:spr:advdac:v:11:y:2017:i:4:d:10.1007_s11634-017-0304-z is not listed on IDEAS
- Angela Montanari & Daniela Calò, 2013. "Model-based clustering of probability density functions," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 7(3), pages 301-319, September.
More about this item
KeywordsStationary and non stationary time series; Switching time series; Wavelet variance; Crisp clustering; Fuzzy clustering; Developed and emerging markets;
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