Comparing several parametric and nonparametric approaches to time series clustering: a simulation study

DOI10.1007/s00357-010-9064-6zbMath1337.62137OpenAlexW2025605033MaRDI QIDQ286626

Sonia Pértega Díaz, José Antonio Vilar

Publication date: 25 May 2016

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-010-9064-6

zbMATH Keywords

nonlinear processeslocal linear regressionARMA processesdissimilarity measuresstationary and non-stationary processestime series clustering

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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