Clustering multivariate time series by genetic multiobjective optimization

DOI10.1007/BF03263533zbMATH Open1301.62082OpenAlexW2032267167MaRDI QIDQ475374FDOQ475374

Authors Sanghamitra Bandyopadhyay, Roberto Baragona, Ujjwal Maulik 

Publication date 26 November 2014

Published in Metron (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/bf03263533

zbMATH Keywords

clusteringtime seriesgenetic algorithmsmultiobjective optimizationPareto optimalitycluster validity index

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Multi-objective and goal programming (90C29)

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Cites Work

• scientific article; zbMATH DE number 3176492 (Why is no real title available?)
• scientific article; zbMATH DE number 3793445 (Why is no real title available?)
• scientific article; zbMATH DE number 3579840 (Why is no real title available?)
• scientific article; zbMATH DE number 2162006 (Why is no real title available?)
• 10.1162/153244303321897735
• A canonical analysis of multiple time series
• A clustering procedure for exploratory mining of vector time series
• Applications of optimization heuristics to estimation and modelling problems
• Clustering of time series data -- a survey
• Discrimination and Clustering for Multivariate Time Series
• Elements of multivariate time series analysis
• Genetic clustering algorithms.
• Genetic clustering for automatic evolution of clusters and application to image classification
• Inverse covariances of a multivariate time series
• Multi-objective optimization using evolutionary algorithms
• Optimization by simulated annealing
• R 2 Measures for Time Series
• The Interpretation of R 2 in Autoregressive-Moving Average Time Series Models
• Validity index for crisp and fuzzy clusters

Cited In (4)

• A new method for short multivariate fuzzy time series based on genetic algorithm and fuzzy clustering
• An adaptive genetic clustering method for exploratory mining of feature vector and time series data
• Early classification of time series using multi-objective optimization techniques
• Simultaneous optimisation of clustering quality and approximation error for time series segmentation

Uses Software

• MOCK
• SPEA2

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