Clustering random walk time series

DOI10.1007/978-3-319-25040-3_72zbMATH Open1396.62147OpenAlexW2215309182MaRDI QIDQ2807581FDOQ2807581

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

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Mathematics Subject Classification ID

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

Cited In (3)

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

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