Time series clustering based on forecast densities

DOI10.1016/j.csda.2006.04.035zbMath1157.62484MaRDI QIDQ1010412

J. Martínez

Publication date: 6 April 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.2006.04.035

zbMATH Keywords

prediction; bootstrap; cluster analysis; Kyoto protocol; nonparametric density estimation; \(L^{2}\)-distance

Mathematics Subject Classification ID

62M20: Inference from stochastic processes and prediction

62G07: Density estimation

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

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

Uses Software

• TRAMO