Classification for time series data. An unsupervised approach based on reduction of dimensionality

DOI10.1007/s00357-019-9308-zOpenAlexW2944550427MaRDI QIDQ779045

M. Isabel Landaluce-Calvo, Juan I. Modroño-Herrán

Publication date: 21 July 2020

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

Full work available at URL: https://doi.org/10.1007/s00357-019-9308-z

zbMATH Keywords

time seriesstock priceshierarchical cluster analysisbanking sectormultiple factor analysis

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Uses Software

• CRAN
• FactoMineR
• AFMULT
• Tsclust
• UCR Suite

Cites Work

• Classifying time series data: a nonparametric approach
• Time series clustering based on forecast densities
• Multiple factor analysis (AFMULT package)
• Clustering of time series data -- a survey
• 391: A Monte Carlo Comparison of Six Clustering Procedures
• Dimensionality reduction for fast similarity search in large time series databases
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