Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series.

Raffaele Mattera Massimiliano Giacalone Karina Gibert

Published in: Symmetry (2021)

Keyphrases

heavy tailed
heavy tails
information theoretic
clustering algorithm
generalized gaussian
garch model
information theory
similarity measure
k means
prior distribution
multivariate time series
data points
image quality
unsupervised learning
bit rate
kullback leibler divergence