GARCH-based robust clustering of time series
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Cites work
- scientific article; zbMATH DE number 3793445 (Why is no real title available?)
- scientific article; zbMATH DE number 5252499 (Why is no real title available?)
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- A comment on ``Alternative c-means clustering algorithms.
- A fuzzy clustering model for multivariate spatial time series
- A periodogram-based metric for time series classification
- A proposal for robust curve clustering
- A significance test for classifying arma models
- Alternative c-means clustering algorithms
- Cluster analysis.
- Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima
- Clustering for Sparsely Sampled Functional Data
- Clustering heteroskedastic time series by model-based procedures
- Clustering of time series data -- a survey
- Clusters of time series
- Comparing clusterings -- an information based distance
- Comparison of Times Series with Unequal Length in the Frequency Domain
- Comparison of time series using subsampling
- Dissimilarity measures for time trajectories
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
- Fuzzy Cluster Analysis from the Viewpoint of Robust Statistics
- Fuzzy K-means clustering models for triangular fuzzy time trajectories
- Fuzzy \(c\)-ordered-means clustering
- Fuzzy and possibilistic clustering for fuzzy data
- Fuzzy clustering of time series in the frequency domain
- Fuzzy clustering with polynomial fuzzifier function in connection with M-estimators
- Fuzzy clusterwise generalized structured component analysis
- Fuzzy unsupervised classification of multivariate time trajectories with the Shannon entropy regularization
- Generalized autoregressive conditional heteroscedasticity
- Identifying financial time series with similar dynamic conditional correlation
- Noise fuzzy clustering of time series by autoregressive metric
- Robustness Properties of k Means and Trimmed k Means
- The fuzzy approach to statistical analysis
- Three-way fuzzy clustering models for LR fuzzy time trajectories
- Time series clustering with ARMA mixtures
- Wavelet-based fuzzy clustering of time series
- Wavelets-based clustering of multivariate time series
Cited in
(29)- Fuzzy data analysis and classification. Special issue in memoriam of Professor Lotfi A. Zadeh, father of fuzzy logic
- Clustering nonlinear time series with neural network bootstrap forecast distributions
- Fuzzy clustering of time series with time-varying memory
- Coherence-based time series clustering for statistical inference and visualization of brain connectivity
- On classifying the effects of policy announcements on volatility
- Cophenetic-based fuzzy clustering of time series by linear dependency
- Trimmed fuzzy clustering of financial time series based on dynamic time warping
- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Temporal gap statistic: a new internal index to validate time series clustering
- Robust fuzzy clustering based on quantile autocovariances
- Robust fuzzy clustering of multivariate time trajectories
- Regime dependent interconnectedness among fuzzy clusters of financial time series
- Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
- Frequency domain clustering: an application to time series with time-varying parameters
- Noise fuzzy clustering of time series by autoregressive metric
- Volatility GARCH models with the ordered weighted average (OWA) operators
- Time works well: dynamic time warping based on time weighting for time series data mining
- Incremental fuzzy clustering of time series
- On the classification of financial data with domain agnostic features
- Robust fuzzy clustering of time series based on B-splines
- OWA-based robust fuzzy clustering of time series with typicality degrees
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
- Fuzzy clustering of time series based on weighted conditional higher moments
- Clustering heteroskedastic time series by model-based procedures
- Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations
- Robust time series clustering of GARCH (1,1) models with outliers
- Model-based fuzzy time series clustering of conditional higher moments
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets
- Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques
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