Using independent component for clustering of time series data

DOI10.1016/J.AMC.2014.06.027MaRDI QIDQ279952zbMATH OpenOpenAlexFDO

Authors Thelma Sáfadi

Publication date 29 April 2016

Published in Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.amc.2014.06.027

zbMATH Keywords

cluster analysisindependent component analysissea level

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Geostatistics (86A32)

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Cites work

• Clustering of time series data -- a survey
• Independent component analysis by general nonlinear Hebbian-like learning rules
• Independent component analysis, a new concept?
• The nonlinear PCA criterion in blind source separation: Relations with other approaches

Cited in

(7)

• Extracting clusters from aggregate panel data: a market segmentation study
• Wavelet-based clustering of sea level records
• A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio
• A copula based ICA algorithm and its application to time series clustering
• 10.1162/jmlr.2003.4.7-8.1205
• Improving the components independence of decomposition in time series data
• ICLUS: A robust and scalable clustering model for time series via independent component analysis

Describes a project that uses

Uses Software

• R

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