Finite Element Approach to Clustering of Multidimensional Time Series
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Publication:3079318
DOI10.1137/080715962zbMath1206.62150MaRDI QIDQ3079318
Publication date: 2 March 2011
Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)
Full work available at URL: https://semanticscholar.org/paper/76ac22b840824a4c89da66c6d766c0ce127642db
62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30: Classification and discrimination; cluster analysis (statistical aspects)
60J10: Markov chains (discrete-time Markov processes on discrete state spaces)
65M60: Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs
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