Model-based fuzzy time series clustering of conditional higher moments
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Publication:2237183
DOI10.1016/J.IJAR.2021.03.011OpenAlexW3153401209MaRDI QIDQ2237183FDOQ2237183
Authors: Roy Cerqueti, Massimiliano Giacalone, Raffaele Mattera 
Publication date: 27 October 2021
Published in: International Journal of Approximate Reasoning (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2104.00271
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Cites Work
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- A Test for Normality of Observations and Regression Residuals
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- Time series clustering and classification
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Generalized Autoregressive Moving Average Models
- Empirical properties of asset returns: stylized facts and statistical issues
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- Clustering of time series data -- a survey
- A fuzzy clustering model for multivariate spatial time series
- Wavelet-based fuzzy clustering of time series
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
- A periodogram-based metric for time series classification
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- Time series clustering and classification by the autoregressive metric
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- Comparison of time series using subsampling
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Cited In (20)
- Fuzzy clustering of time series with time-varying memory
- Wavelet-based fuzzy clustering of time series
- Cophenetic-based fuzzy clustering of time series by linear dependency
- Fuzzy K-medoids clustering models for fuzzy multivariate time trajectories
- Time series clustering and classification
- Fuzzy clustering of time series using extremes
- Frequency domain clustering: an application to time series with time-varying parameters
- GARCH-based robust clustering of time series
- Optimal forecasting accuracy using Lp-norm combination
- Time series clustering based on nonparametric multidimensional forecast densities
- On the classification of financial data with domain agnostic features
- Fuzzy clustering of time series based on weighted conditional higher moments
- Clustering networked funded European research activities through rank-size laws
- Clustering heteroskedastic time series by model-based procedures
- Fuzzy \(c\)-means clustering in the presence of noise cluster for time series analysis
- A new method for fuzzification of nested dummy variables by fuzzy clustering membership functions and its application in financial economy
- Multiway clustering with time-varying parameters
- 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
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
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