Cepstral-based clustering of financial time series.
Pierpaolo D'UrsoLivia De GiovanniRiccardo MassariRita Laura D'EcclesiaElizabeth Ann MaharajPublished in: Expert Syst. Appl. (2020)
Keyphrases
- financial time series
- financial time series forecasting
- clustering method
- multivariate time series
- stock market
- k means
- financial data
- unsupervised learning
- clustering algorithm
- turning points
- non stationary
- stock price
- exchange rate
- machine learning
- categorical data
- data points
- stock exchange
- attribute values
- co occurrence
- data analysis
- image sequences