Hierarchical time series clustering on tail dependence with linkage based on a multivariate copula approach.
Giovanni De LucaPaola ZuccolottoPublished in: Int. J. Approx. Reason. (2021)
Keyphrases
- dependence structure
- marginal distributions
- higher order statistics
- markov networks
- coarse to fine
- regression model
- data mining
- hierarchical model
- record linkage
- image sequences
- databases
- graphical models
- principal component analysis
- hierarchical structure
- probabilistic model
- bayesian networks
- website
- information systems
- information retrieval