Wavelet-based fuzzy clustering of time series

DOI10.1007/s00357-010-9058-4zbMath1337.62307OpenAlexW2062064329MaRDI QIDQ263287

Elizabeth Ann Maharaj, Pierpaolo D'Urso, Don U. A. Galagedera

Publication date: 4 April 2016

Published in: Journal of Classification (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00357-010-9058-4

zbMATH Keywords

fuzzy clusteringcrisp clusteringdeveloped and emerging marketsstationary and non stationary time seriesswitching time serieswavelet variance

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Inference from stochastic processes and fuzziness (62M86)

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Uses Software

• wmtsa

Cites Work

• A periodogram-based metric for time series classification
• Discrimination of locally stationary time series using wavelets
• Cluster differences scaling with a within-clusters loss component and a fuzzy successive approximation strategy to avoid local minima
• On fuzzy cluster validity indices
• Fuzzy clusterwise generalized structured component analysis
• Discrimination and Clustering for Multivariate Time Series
• FUZZY C-MEANS CLUSTERING MODELS FOR MULTIVARIATE TIME-VARYING DATA: DIFFERENT APPROACHES
• On estimation of the wavelet variance
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