Time-Series Clustering Based on the Characterization of Segment Typologies.
David Guijo-RubioAntonio Manuel Durán-RosalPedro Antonio GutiérrezAlicia TroncosoCésar Hervás-MartínezPublished in: IEEE Trans. Cybern. (2021)
Keyphrases
- dynamic time warping
- non stationary
- stock market
- multivariate time series
- databases
- data mining
- database systems
- financial time series
- temporal patterns
- autoregressive
- fully unsupervised
- axiomatic characterization
- fractal dimensions
- abnormal patterns
- weather forecasting
- symbolic representation
- stock price
- data structure
- multiscale
- artificial intelligence
- machine learning
- real world