Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization
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References listed on IDEAS
- Winker, Peter & Gilli, Manfred, 2004. "Applications of optimization heuristics to estimation and modelling problems," Computational Statistics & Data Analysis, Elsevier, pages 211-223.
- Hsiao-Yun Huang & Hernando Ombao & David S. Stoffer, 2004. "Discrimination and Classification of Nonstationary Time Series Using the SLEX Model," Journal of the American Statistical Association, American Statistical Association, vol. 99, pages 763-774, January.
- 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.
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KeywordsFuzzy clustering; Internal criteria of cluster validity; Genetic algorithms; Multiobjective optimization; Time series; Pareto optimality;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2010-02-20 (All new papers)
- NEP-CMP-2010-02-20 (Computational Economics)
- NEP-ECM-2010-02-20 (Econometrics)
- NEP-ORE-2010-02-20 (Operations Research)
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