Fuzzy clustering of time series using extremes

DOI10.1016/j.fss.2016.10.006zbMath1381.62162OpenAlexW2532750312MaRDI QIDQ1697502

Andrés M. Alonso, Pierpaolo D'Urso, Elizabeth Ann Maharaj

Publication date: 20 February 2018

Published in: Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.fss.2016.10.006

zbMATH Keywords

time series datafuzzy \(c\)-means clusteringgeneralised extreme value distribution\(r\)-largest order statisticsfuzzy \(c\)-medoids clustering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Inference from stochastic processes and fuzziness (62M86) Multivariate analysis and fuzziness (62H86)

Related Items (9)

Robust fuzzy clustering of multivariate time trajectories ⋮ Fuzzy data analysis and classification. Special issue in memoriam of Professor Lotfi A. Zadeh, father of fuzzy logic ⋮ Fuzzy clustering of time series with time-varying memory ⋮ Robust fuzzy clustering of time series based on B-splines ⋮ Clustering nonlinear time series with neural network bootstrap forecast distributions ⋮ Cophenetic-based fuzzy clustering of time series by linear dependency ⋮ Robust fuzzy clustering based on quantile autocovariances ⋮ Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series ⋮ Clustering time series by linear dependency

Uses Software

• Silhouettes
• ismev

Cites Work

• Unnamed Item
• Wavelet-based fuzzy clustering of time series
• A fuzzy extension of the silhouette width criterion for cluster analysis
• Silhouettes: a graphical aid to the interpretation and validation of cluster analysis
• Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima
• Fuzzy clusterwise generalized structured component analysis
• Well-Separated Clusters and Optimal Fuzzy Partitions
• FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
• Extreme value and cluster analysis of European daily temperature series
• An introduction to statistical modeling of extreme values

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