Noise fuzzy clustering of time series by autoregressive metric

DOI10.1007/S40300-013-0024-XzbMATH Open1302.62207OpenAlexW2065764030MaRDI QIDQ478532FDOQ478532

Authors: Pierpaolo D'Urso, L. De Giovanni, Riccardo Massari, Dario Di Lallo 

Publication date: 3 December 2014

Published in: Metron (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s40300-013-0024-x

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zbMATH Keywords

outlierstime seriesARIMA modelautoregressive metricfuzzy C-medoids clusteringharmonized index of consumer pricesnoise cluster

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Inference from stochastic processes and fuzziness (62M86)

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Cited In (10)

• Fuzzy \(c\)-ordered-means clustering
• Robust fuzzy clustering based on quantile autocovariances
• Robust fuzzy clustering of multivariate time trajectories
• Quantile autocovariances: a powerful tool for hard and soft partitional clustering of time series
• GARCH-based robust clustering of time series
• Clustering time series with clipped data
• OWA-based robust fuzzy clustering of time series with typicality degrees
• Robust fuzzy clustering of time series based on B-splines
• Fuzzy \(c\)-means clustering in the presence of noise cluster for time series analysis
• Quantile-based fuzzy \(C\)-means clustering of multivariate time series: robust techniques

Uses Software

• clusfind

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