Pages that link to "Item:Q2013753"
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The following pages link to GARCH-based robust clustering of time series (Q2013753):
Displaying 27 items.
- Robust fuzzy clustering of multivariate time trajectories (Q1648775) (← links)
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series (Q1795021) (← links)
- Robust fuzzy clustering based on quantile autocovariances (Q2029212) (← links)
- Regime dependent interconnectedness among fuzzy clusters of financial time series (Q2036158) (← links)
- Time works well: dynamic time warping based on time weighting for time series data mining (Q2056315) (← links)
- On the classification of financial data with domain agnostic features (Q2060754) (← links)
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques (Q2092446) (← links)
- Temporal gap statistic: a new internal index to validate time series clustering (Q2128218) (← links)
- Robust multivariate and functional archetypal analysis with application to financial time series analysis (Q2154385) (← links)
- On classifying the effects of policy announcements on volatility (Q2237181) (← links)
- Model-based fuzzy time series clustering of conditional higher moments (Q2237183) (← links)
- Robust fuzzy clustering of time series based on B-splines (Q2237515) (← links)
- Clustering nonlinear time series with neural network bootstrap forecast distributions (Q2237523) (← links)
- Cophenetic-based fuzzy clustering of time series by linear dependency (Q2237541) (← links)
- Trimmed fuzzy clustering of financial time series based on dynamic time warping (Q2241126) (← links)
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity (Q2318670) (← links)
- Fuzzy data analysis and classification. Special issue in memoriam of Professor Lotfi A. Zadeh, father of fuzzy logic (Q2418334) (← links)
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling (Q2663482) (← links)
- Fuzzy clustering of time series with time-varying memory (Q2677857) (← links)
- Incremental fuzzy clustering of time series (Q6057590) (← links)
- OWA-based robust fuzzy clustering of time series with typicality degrees (Q6084124) (← links)
- Volatility GARCH models with the ordered weighted average (OWA) operators (Q6086276) (← links)
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets (Q6125185) (← links)
- Frequency domain clustering: an application to time series with time-varying parameters (Q6614826) (← links)
- Fuzzy clustering of time series based on weighted conditional higher moments (Q6661256) (← links)
- Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations (Q6666709) (← links)
- Robust time series clustering of GARCH (1,1) models with outliers (Q6667627) (← links)
