Clustering random walk time series

DOI10.1007/978-3-319-25040-3_72MaRDI QIDQ2807581zbMATH OpenOpenAlexFDO

Authors Gautier Marti, Philippe Very, Philippe Donnat, Frank Nielsen

Publication date 25 May 2016

Published in Lecture Notes in Computer Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-319-25040-3_72

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Statistical methods; risk measures (91G70) Information theory (general) (94A15)

Recommendations

• A Bayesian nonparametric approach for time series clustering
• Clustering of time series via non-parametric tail dependence estimation
• Classifying time series data: a nonparametric approach
• Consistent algorithms for clustering time series
• Clustering of discretely observed diffusion processes

Cited in

(3)

• Clustering of discretely observed diffusion processes
• Classification by restricted random walks
• Cluster continuous time random walks

This page was built for publication: Clustering random walk time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2807581)