Similar Search Results

Mathematical programming formulations and algorithms for discrete k-median clustering of time-series data

Seref, Onur; Fan, Ya-ju; Chaovalitwongse, Wanpracha - In: INFORMS journal on computing : JOC 26 (2014) 1, pp. 160-172

Persistent link: https://www.econbiz.de/10010344112

Clustering Life Trajectories a New Divisive Hierarchical Clustering Algorithm for Discrete-Valued Discrete Time Series

Dlugosz, Stephan - 2011

A new algorithm for clustering life course trajectories is presented and tested with large register data. Life courses … information. The new algorithm deals with this problem by simultaneously clustering and identifying critical junctures for each of … the relevant subgroups. The developed divisive algorithm is able to handle large amounts of data with multiple dimensions …

Persistent link: https://www.econbiz.de/10013129988

A robust spectral clustering algorithm for sub-Gaussian mixture models with outliers

Srivastava, Prateek R.; Sarkar, Purnamrita; … - In: Operations research 71 (2023) 1, pp. 224-244

Persistent link: https://www.econbiz.de/10014308484

Clustering techniques applied to outlier detection of financial market series using a moving window filtering algorithm

Puigvert Gutiérrez, Josep Maria; Fortiana Gregori, Josep - 2008

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 … of a cluster that represents a different segment of the market. We set up a framework of possible algorithm parameter …

Persistent link: https://www.econbiz.de/10003794031

Detection of manipulation of inter-bank overnight rate using Euclidean-based time series cluster analysis

Choy, Murphy; Ch'ng, Enoch - In: International journal of process management and … 4 (2014) 2, pp. 198-212

Persistent link: https://www.econbiz.de/10010496507

Parimutuel system of the Japanese race track : voting and ranking process

Tutiya, Yohei; Kurihara, Kazutaka - In: The journal of gambling business and economics 9 (2015) 2, pp. 27-39

Persistent link: https://www.econbiz.de/10011413095

Clustering macroeconomic time series

Augustyński, Iwo; Laskoś-Grabowski, Paweł - 2018 - [aktualisierte Version]

The data mining technique of time series clustering is well established in many fields. However, as an unsupervised learning method, it requires making choices that are nontrivially influenced by the nature of the data involved. The aim of this paper is to verify usefulness of the time series...

Persistent link: https://www.econbiz.de/10011885973

Clustering macroeconomic time series

Augustyński, Iwo; Laskoś-Grabowski, Paweł - 2017

There is growing literature in macroeconomics, especially on business cycle synchronization, employing different methods of time series clustering. However, even as an unsupervised learning method, this technique requires making choices that are nontrivially influenced by the nature of the data...

Persistent link: https://www.econbiz.de/10011763799

Financial cycles across G7 economies : a view from wavelet analysis

Mandler, Martin; Scharnagl, Michael - 2019

We analyse the cross-country dimension of financial cycles by studying cyclical co-movements in credit, house prices, equity prices and interest rates across the G7 economies. We use wavelet-based statistics to assess at which frequencies cyclical fluctuations and their crosscountry co-movements...

Persistent link: https://www.econbiz.de/10012020175

Some tools for robustifying econometric analyses

Hoornweg, Victor; Franses, Philip Hans - 2013

Persistent link: https://www.econbiz.de/10010354387