Clustering multivariate time series using energy distance

DOI10.1111/jtsa.12688arXiv2303.14295MaRDI QIDQ6135361

Richard A. Davis, Konstantinos Fokianos, Unnamed Author

Publication date: 24 August 2023

Published in: Journal of Time Series Analysis (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2303.14295

zbMATH Keywords

time seriesclusteringcharacteristic functionhierarchical clusteringstationaritydissimilarity measureenergy distance

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Measures of association (correlation, canonical correlation, etc.) (62H20) Inference from stochastic processes (62Mxx)

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