GARCH-based robust clustering of time series.
Pierpaolo D'UrsoLivia De GiovanniRiccardo MassariPublished in: Fuzzy Sets Syst. (2016)
Keyphrases
- k means
- data mining tasks
- data clustering
- clustering algorithm
- clustering method
- streaming time series
- multivariate time series
- computationally efficient
- data mining algorithms
- parameter free
- high dimensional data
- neural network
- cluster analysis
- stock market
- document clustering
- autoregressive
- robust estimation
- graph theoretic
- unsupervised learning
- garch model