Wavelet clustering in time series analysis

MaRDI QIDQ3428575zbMATH OpenFDO

Authors Carlo Cattani, Armando Ciancio

Publication date 27 March 2007

Full work available at URL https://eudml.org/doc/127881

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zbMATH Keywords

time seriesriskfinite differencesdiscrete wavelet transformstock pricings

Mathematics Subject Classification ID

Economic time series analysis (91B84) Numerical methods (including Monte Carlo methods) (91G60) Numerical methods for wavelets (65T60)

Recommendations

• ANALYSIS OF TIME SERIES WITH WAVELETS
• Wavelet-based fuzzy clustering of time series
• Pattern recognition of time series using wavelets
• Wavelet methods in (financial) time-series processing
• Time series analysis with wavelet coefficients

Cited in

(6)

• Consensus patterns of a set of time series via a wavelet-based temporal localization: emphasizing the utility over point-wise averaging and averaging under dynamic time warping
• Pattern recognition of time series using wavelets
• Spikes sorting by wavelet time decomposition
• Wavelet methods in (financial) time-series processing
• ANALYSIS OF TIME SERIES WITH WAVELETS
• Wavelet-based fuzzy clustering of interval time series

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