Robust fuzzy clustering based on quantile autocovariances (Q2029212): Difference between revisions

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scientific article

Language	Label	Description	Also known as
English	Robust fuzzy clustering based on quantile autocovariances	scientific article

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scholarly article

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Robust fuzzy clustering based on quantile autocovariances (English)

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Borja Lafuente-Rego

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Pierpaolo D'Urso

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José Antonio Vilar

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Statistical Papers

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publication date

3 June 2021

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full work available at URL

http://hdl.handle.net/11573/1336460

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zbMATH Keywords

time series data

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robust fuzzy \(C\)-medoids clustering

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quantile autocovariances

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exponential distance

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noise cluster

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trimming

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describes a project that uses

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MaRDI profile type

MaRDI publication profile

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Fast clustering of GARCH processes via Gaussian mixture models

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Comparison of time series using subsampling

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Time series clustering based on forecast densities

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Clustering financial time series with variance ratio statistics

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A periodogram-based metric for time series classification

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Comparison of Times Series with Unequal Length in the Frequency Domain

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A fuzzy extension of the silhouette width criterion for cluster analysis

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Cluster analysis using different correlation coefficients

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A review of threshold time series models in finance

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Fuzzy \(K\)-means clustering models for triangular fuzzy time trajectories

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Three-way fuzzy clustering models for LR fuzzy time trajectories

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Fuzzy unsupervised classification of multivariate time trajectories with the Shannon entropy regularization

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A fuzzy clustering model for multivariate spatial time series

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Dynamic tail dependence clustering of financial time series

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Of copulas, quantiles, ranks and spectra: an \(L_{1}\)-approach to spectral analysis

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Clustering dependent observations with copula functions

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Clustering of financial time series in risky scenarios

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Clustering of time series via non-parametric tail dependence estimation

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FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES

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Wavelets-based clustering of multivariate time series

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Noise fuzzy clustering of time series by autoregressive metric

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GARCH-based robust clustering of time series

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Fuzzy clustering of time series using extremes

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Robust fuzzy clustering of multivariate time trajectories

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Sparse clustering of functional data

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Robustness Properties of k Means and Trimmed k Means

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A proposal for robust curve clustering

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A review of robust clustering methods

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Selected statistical methods of data analysis for multivariate functional data

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Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima

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Fuzzy clusterwise generalized structured component analysis

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Clustering for Sparsely Sampled Functional Data

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Quantile spectral processes: asymptotic analysis and inference

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Clustering of time series using quantile autocovariances

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Quantile Periodograms

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Clustering of time series data -- a survey

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The quantilogram: with an application to evaluating directional predictability

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A significance test for classifying arma models

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Clusters of time series

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Fuzzy clustering of time series in the frequency domain

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Clustering heteroskedastic time series by model-based procedures

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Identifying financial time series with similar dynamic conditional correlation

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Comparing several parametric and nonparametric approaches to time series clustering: a simulation study

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On the first-order bilinear time series model

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A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS

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Phase and amplitude-based clustering for functional data

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Clustering functional data

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Discriminant and cluster analysis for Gaussian stationary processes: local linear fitting approach

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Classifying time series data: a nonparametric approach

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Non-linear time series clustering based on non-parametric forecast densities

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Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series

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Alternative c-means clustering algorithms

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Time series clustering with ARMA mixtures

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Identifiers

zbMATH Open document ID

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10.1007/s00362-018-1053-6

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Mathematics Subject Classification ID

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zbMATH DE Number

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Sitelinks

Mathematics(1 entry)

mardi Publication:2029212

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