Fuzzy clustering of time series using extremes

DOI10.1016/J.FSS.2016.10.006MaRDI QIDQ1697502zbMATH OpenOpenAlexFDO

Authors Pierpaolo D'Urso, Andres M. Alonso, Elizabeth Ann Maharaj

Publication date 20 February 2018

Published in Fuzzy Sets and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.fss.2016.10.006

zbMATH Keywords

generalised extreme value distributiontime series datafuzzy \(c\)-means clustering\(r\)-largest order statisticsfuzzy \(c\)-medoids clustering

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86) Multivariate analysis and fuzziness (62H86)

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Cites work

• A fuzzy extension of the silhouette width criterion for cluster analysis
• An introduction to statistical modeling of extreme values
• Cluster analysis.
• Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima
• Extreme value and cluster analysis of European daily temperature series
• FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
• Fuzzy clusterwise generalized structured component analysis
• Silhouettes: a graphical aid to the interpretation and validation of cluster analysis
• Wavelet-based fuzzy clustering of time series
• Well-Separated Clusters and Optimal Fuzzy Partitions

Cited in

(17)

• Cophenetic-based fuzzy clustering of time series by linear dependency
• Fuzzy data analysis and classification. Special issue in memoriam of Professor Lotfi A. Zadeh, father of fuzzy logic
• Robust fuzzy clustering based on quantile autocovariances
• Wavelet-based fuzzy clustering of interval time series
• Frequency domain clustering: an application to time series with time-varying parameters
• Wavelet-based clustering of sea level records
• Multiway clustering with time-varying parameters
• Robust fuzzy clustering of time series based on B-splines
• Clustering time series by linear dependency
• Clustering of interval time series
• Robust fuzzy clustering of multivariate time trajectories
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
• A time-domain-constrained fuzzy clustering method and its application to signal analysis
• Fuzzy clustering of time series with time-varying memory
• Wavelet-based fuzzy clustering of time series
• Clustering nonlinear time series with neural network bootstrap forecast distributions
• Clustering networked funded European research activities through rank-size laws

Describes a project that uses

Uses Software

• Silhouettes
• ismev

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