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Time series clustering based on the characterisation of segment typologies.
David Guijo-Rubio
Antonio Manuel Durán-Rosal
Pedro Antonio Gutiérrez
Alicia Troncoso
César Hervás-Martínez
Published in:
CoRR (2018)
Keyphrases
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dynamic time warping
non stationary
financial time series
multivariate time series
surprising patterns
artificial intelligence
case study
accurate segmentation
fully unsupervised
moving average
weather forecasting