methods of time series clustering. However, even as an unsupervised learning method, this technique requires making choices … suitable for clustering macroeconomic variables. We check that the results are stable in time and consistent with the …

The data mining technique of time series clustering is well established in many fields. However, as an unsupervised … this paper is to verify usefulness of the time series clustering method for macroeconomics research, and to develop the … (compression-based dissimilarity measure, or CDM) which is particularly suitable for clustering macroeconomic variables. We check …

A clustering procedure is introduced based on the Hausdorff distance as a similarity measure between clusters of …