Method for clustering of heterogeneous time series

zbMATH Open1325.62160MaRDI QIDQ3450128FDOQ3450128

Authors: I. A. Pestunov, Maksim Konstantinovich Gerasimov, Vladimir B. Berikov 

Publication date: 2 November 2015

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zbMATH Keywords

cluster analysisdecision treesmultidimensional heterogeneous time series

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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