Noise fuzzy clustering of time series by autoregressive metric

DOI10.1007/s40300-013-0024-xzbMath1302.62207OpenAlexW2065764030MaRDI QIDQ478532

Livia De Giovanni, Pierpaolo D'Urso, Dario Di Lallo, Riccardo Massari

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-013-0024-x

zbMATH Keywords

outlierstime seriesARIMA modelautoregressive metricfuzzy C-medoids clusteringharmonized index of consumer pricesnoise cluster

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)

Related Items

Robust fuzzy clustering of multivariate time trajectories, OWA-based robust fuzzy clustering of time series with typicality degrees, Fuzzy \(c\)-ordered-means clustering, Robust fuzzy clustering of time series based on B-splines, GARCH-based robust clustering of time series, Robust fuzzy clustering based on quantile autocovariances, Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series, Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques

Uses Software

• clusfind

Cites Work

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