Time series clustering based on nonparametric multidimensional forecast densities
DOI10.1214/13-EJS800zbMath1336.62197OpenAlexW2004585230MaRDI QIDQ1951146
José Antonio Vilar, Juan Manuel Vilar
Publication date: 29 May 2013
Published in: Electronic Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ejs/1366031049
bootstrapkernel estimationprincipal components analysistime series clusteringmultidimensional forecast density
Inference from stochastic processes and prediction (62M20) Factor analysis and principal components; correspondence analysis (62H25) Density estimation (62G07) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nonparametric statistical resampling methods (62G09)
Uses Software
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