Nonstationary time series analysis by temporal clustering.
Shai PolickerAmir B. GevaPublished in: IEEE Trans. Syst. Man Cybern. Part B (2000)
Keyphrases
- non stationary
- temporal evolution
- clustering algorithm
- k means
- clustering method
- adaptive algorithms
- spatio temporal
- temporal reasoning
- concept drift
- random fields
- fractional brownian motion
- stock price
- spatial and temporal
- autoregressive
- temporal information
- financial time series
- empirical mode decomposition
- computational complexity