ML-QuantSubscribe

RePEcEconometrics & Forecasting

Clustering Zero-Inflated Time Series

A novel clustering method for high-dimensional zero-inflated time series data has been developed, utilizing a modified thick-pen transform and an efficient iterative clustering algorithm, proven effective through simulations and real datasets.

Featured in No. 10 on 2 Aug 2023 · on release day

Released
2 Aug 2023
First featured
No. 10 · 2 Aug 2023
Published in
Not yet, as far as Semantic Scholar knows
Shares when featured
15
Identifier
RePEc:spr:jclass:v:40:y:2023:i:2:d:10.1007_s00357-023-09437-z

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

    Type to search. Try rough volatility, LLM agents or FinGPT.

    ↑↓ move↵ openesc closeFull search page