Weighted score-driven fuzzy clustering of time series with a financial application
Roy Cerqueti, Pierpaolo D’Urso, Livia De Giovanni, Massimiliano Giacalone, Raffaele Mattera
Topics & Concepts
Cluster analysisWeightingSeries (stratigraphy)Moment (physics)Fuzzy clusteringFuzzy logicComputer scienceMathematicsData miningEconometricsArtificial intelligencePhysicsPaleontologyClassical mechanicsBiologyRadiologyMedicineTime Series Analysis and ForecastingComplex Systems and Time Series AnalysisStock Market Forecasting Methods