Time Series Clustering and Classification

DOI10.1201/9780429058264zbMath1435.62006OpenAlexW2933561437MaRDI QIDQ5741681

Jorge Caiado, Pierpaolo D'Urso, Elizabeth Ann Maharaj

Publication date: 15 May 2019

Full work available at URL: http://hdl.handle.net/11573/1337285

zbMATH Keywords

discriminant analysishierarchical clusteringmodel-based clusteringhidden Markov modelsperiodogramfuzzy clusteringtime series clusteringtime series classificationtime series modelsfeature-based clusteringspectral representation of time serieswavelet representation of time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Clustering in the social and behavioral sciences (91C20) Markov processes: estimation; hidden Markov models (62M05) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to statistics (62-01)

Related Items (19)

Hidden semi-Markov-switching quantile regression for time series ⋮ Incremental fuzzy clustering of time series ⋮ Fuzzy clustering of time series with time-varying memory ⋮ OWA-based robust fuzzy clustering of time series with typicality degrees ⋮ Autoregressive mixture models for clustering time series ⋮ Clustering multivariate time series using energy distance ⋮ A testing approach to clustering scalar time series ⋮ Unnamed Item ⋮ On classifying the effects of policy announcements on volatility ⋮ Model-based fuzzy time series clustering of conditional higher moments ⋮ Robust fuzzy clustering of time series based on B-splines ⋮ Clustering nonlinear time series with neural network bootstrap forecast distributions ⋮ Trimmed fuzzy clustering of financial time series based on dynamic time warping ⋮ Clustering discrete-valued time series ⋮ On the classification of financial data with domain agnostic features ⋮ Clustering-based simultaneous forecasting of life expectancy time series through Long-Short Term Memory Neural Networks ⋮ Phenotyping OSA: a time series analysis using fuzzy clustering and persistent homology ⋮ Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques ⋮ Wavelet-based fuzzy clustering of interval time series

Uses Software

• Matlab
• R

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