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Fuzzy clustering of time series based on weighted conditional higher moments - MaRDI portal

Fuzzy clustering of time series based on weighted conditional higher moments

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Publication:6661256

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DOI10.1007/s00180-023-01425-6MaRDI QIDQ6661256

Pierpaolo D'Urso, Raffaele Mattera, Livia De Giovanni, Vincenzina Vitale, Roy Cerqueti

Publication date: 13 January 2025

Published in: Computational Statistics (Search for Journal in Brave)

zbMATH Keywords

conditional moments fuzzy clustering unsupervised learning financial time series robust clustering dynamic conditional score exponential dissimilarity

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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