Exploratory Classification of Time-Series

DOI10.1007/978-3-030-54108-8_1MaRDI QIDQ5049413zbMATH OpenOpenAlexFDO

Authors Sergio Camiz

Publication date 11 November 2022

Published in Handbook of Research on Emerging Theories, Models, and Applications of Financial Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-54108-8_1

zbMATH Keywords

classificationexploratory analysishierarchical factor classificationmultidimensional time-seriesprincipal component analysisstock pricestime-series

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05)

Cites work

• scientific article; zbMATH DE number 1348600 (Why is no real title available?)
• Identifying the informational/signal dimension in principal component analysis
• Optimized hierarchical factorial classification of a data table
• Principal component analysis.
• Selecting the number of components in principal component analysis using cross-validation approximations

Cited in

(3)

• scientific article; zbMATH DE number 5913417 (Why is no real title available?)
• scientific article; zbMATH DE number 1046005 (Why is no real title available?)
• Interpretable classification of time-series data using efficient enumerative techniques

Describes a project that uses

Uses Software

• SAS
• ClustOfVar
• R

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