Time series clustering and classification by the autoregressive metric

DOI10.1016/j.csda.2007.06.001zbMath1452.62624MaRDI QIDQ1023515

Domenico Piccolo, Marcella Corduas

Publication date: 12 June 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2007.06.001

zbMATH Keywords

classification; distances; time series; discrimination; ARIMA models; autoregressive metric

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

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

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Uses Software

• AS 256
• clusfind

Cites Work

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