Robust multivariate and functional archetypal analysis with application to financial time series analysis

DOI10.1016/j.physa.2018.12.036OpenAlexW2895505654MaRDI QIDQ2154385

Jesús Moliner, Irene Epifanio

Publication date: 19 July 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1810.00919

zbMATH Keywords

M-estimatorsmultivariate time seriesmultivariate functional datastockarchetype analysis

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Related Items (3)

Archetypal curves in the shape and size space: discovering the salient features of curved big data by representative extremes ⋮ Archetypal analysis for ordinal data ⋮ Robust archetypoids for anomaly detection in big functional data

Uses Software

• R
• Rainbow
• Anthropometry
• rospca

Cites Work

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