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We present the R package trajeR which provides all necessary tools to calibrate generalized finite mixture models, plot the results graphically and test the model adequacy.First, we give an overview of the generalized finite mixture model for clustering time series and describe the core function...
Persistent link: https://www.econbiz.de/10013202843
Using the statistical technique of fuzzy clustering, regimes of inflation and unemployment are explored for the United States, the United Kingdom and Germany between 1871 and 2009. We identify for each country three distinct regimes in inflation/unemployment space. There is considerable...
Persistent link: https://www.econbiz.de/10010299186
Rural areas in Central and Eastern Europe are very often associated with a backwardness in terms of income and employment opportunities, a high dependency on agriculture, the outmigration of young, skilled people, a low population density and an insufficient infrastructure. In this paper 3...
Persistent link: https://www.econbiz.de/10010299350
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10011604994
In this study we combine clustering techniques with a moving window algorithm in order to filter financial market data outliers. We apply the algorithm to a set of financial market data which consists of 25 series selected from a larger dataset using a cluster analysis technique taking into...
Persistent link: https://www.econbiz.de/10003794031
Using the statistical technique of fuzzy clustering, regimes of inflation and unemployment are explored for the United States, the United Kingdom and Germany between 1871 and 2009. We identify for each country three distinct regimes in inflation/unemployment space. There is considerable...
Persistent link: https://www.econbiz.de/10003883795
Using the statistical technique of fuzzy clustering, regimes of inflation and unemployment are explored for the United States, the United Kingdom and Germany between 1871 and 2009. We identify for each country three distinct regimes in inflation/unemployment space. There is considerable...
Persistent link: https://www.econbiz.de/10013135078
In machine learning and data science literature, clustering is the task of dividing the observations (data points) into several categories in such a way that data points falling into one group are being dissimilar than the data points falling to the other groups such that the variation within a...
Persistent link: https://www.econbiz.de/10012939999
Random forests are invariant and robust estimators that can fit complex interactions between input data of different types and binary, categorical, or continuous outcome variables, including those with multiple dimensions. In addition to these desirable properties, random forests impose a...
Persistent link: https://www.econbiz.de/10013238817
Rural areas in Central and Eastern Europe are very often associated with a backwardness in terms of income and employment opportunities, a high dependency on agriculture, the outmigration of young, skilled people, a low population density and an insufficient infrastructure. In this paper 3...
Persistent link: https://www.econbiz.de/10008526803