Time series clustering and classification by the autoregressive metric

DOI10.1016/j.csda.2007.06.001zbMath1452.62624OpenAlexW1997336782MaRDI 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

classificationdistancestime seriesdiscriminationARIMA modelsautoregressive metric

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Uses Software

• AS 256
• clusfind

Cites Work

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