Model-based fuzzy time series clustering of conditional higher moments
From MaRDI portal
Publication:2237183
Recommendations
- GARCH-based robust clustering of time series
- Clustering heteroskedastic time series by model-based procedures
- Fuzzy \(c\)-means clustering in the presence of noise cluster for time series analysis
- Time series clustering based on forecast densities
- Noise fuzzy clustering of time series by autoregressive metric
Cites work
- A DISTANCE MEASURE FOR CLASSIFYING ARIMA MODELS
- A fuzzy clustering model for multivariate spatial time series
- A fuzzy extension of the silhouette width criterion for cluster analysis
- A generalized error distribution copula-based method for portfolios risk assessment
- A periodogram-based metric for time series classification
- A Test for Normality of Observations and Regression Residuals
- Clustering heteroskedastic time series by model-based procedures
- Clustering of time series data -- a survey
- Comparing several parametric and nonparametric approaches to time series clustering: a simulation study
- Comparison of time series using subsampling
- Comparison of Times Series with Unequal Length in the Frequency Domain
- Conditional Heteroskedasticity in Asset Returns: A New Approach
- Dissimilarity measures for time trajectories
- Distributions Generated by Perturbation of Symmetry with Emphasis on a Multivariate Skewt-Distribution
- Dynamic models for volatility and heavy tails. With applications to financial and economic time series
- EGARCH models with fat tails, skewness and leverage
- Empirical properties of asset returns: stylized facts and statistical issues
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
- Fuzzy clustering of time series in the frequency domain
- GARCH-based robust clustering of time series
- Generalized autoregressive conditional heteroscedasticity
- Generalized Autoregressive Moving Average Models
- Identifying financial time series with similar dynamic conditional correlation
- Jarque–Bera Test and its Competitors for Testing Normality – A Power Comparison
- On the correct use of omnibus tests for normality
- Robust fuzzy clustering of multivariate time trajectories
- Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling
- Time series clustering and classification
- Time series clustering and classification by the autoregressive metric
- Uncertainty in financial econometrics: editorial
- Variance based three-way clustering approaches for handling overlapping clustering
- Wavelet-based fuzzy clustering of time series
- Wavelets-based clustering of multivariate time series
Cited in
(20)- Clustering heteroskedastic time series by model-based procedures
- Fuzzy clustering of time series using extremes
- Time series clustering based on nonparametric multidimensional forecast densities
- GARCH-based robust clustering of time series
- On the classification of financial data with domain agnostic features
- Quantile-based fuzzy C-means clustering of multivariate time series: robust techniques
- Optimal forecasting accuracy using Lp-norm combination
- Cophenetic-based fuzzy clustering of time series by linear dependency
- Wavelet-based fuzzy clustering of time series
- Fuzzy clustering of time series with time-varying memory
- Fuzzy K-medoids clustering models for fuzzy multivariate time trajectories
- FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
- A new method for fuzzification of nested dummy variables by fuzzy clustering membership functions and its application in financial economy
- Fuzzy \(c\)-means clustering in the presence of noise cluster for time series analysis
- The bootstrap for testing the equality of two multivariate time series with an application to financial markets
- Multiway clustering with time-varying parameters
- Time series clustering and classification
- Frequency domain clustering: an application to time series with time-varying parameters
- Fuzzy clustering of time series based on weighted conditional higher moments
- Clustering networked funded European research activities through rank-size laws
This page was built for publication: Model-based fuzzy time series clustering of conditional higher moments
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2237183)
