Wavelet-based fuzzy clustering of time series
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crisp clusteringdeveloped and emerging marketsfuzzy clusteringstationary and non stationary time seriesswitching time serieswavelet variance
Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) 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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Cites work
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- On estimation of the wavelet variance
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Cited in
(37)- Robust fuzzy clustering of multivariate time trajectories
- Fuzzy clustering of time series using extremes
- Wavelet-based clustering of sea level records
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- Wavelet multidimensional scaling analysis of European economic sentiment indicators
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- Robust multivariate and functional archetypal analysis with application to financial time series analysis
- Model-based fuzzy time series clustering of conditional higher moments
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