Comparing several parametric and nonparametric approaches to time series clustering: a simulation study
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Publication:286626
DOI10.1007/s00357-010-9064-6zbMath1337.62137OpenAlexW2025605033MaRDI QIDQ286626
Sonia Pértega Díaz, José Antonio Vilar
Publication date: 25 May 2016
Published in: Journal of Classification (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00357-010-9064-6
nonlinear processeslocal linear regressionARMA processesdissimilarity measuresstationary and non-stationary processestime series clustering
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)
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