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Cluster analysis of time series via Kendall distribution. (English) Zbl 1337.62258

Grzegorzewski, Przemysław (ed.) et al., Strengthening links between data analysis and soft computing. Collected papers based on the presentations at the 7th international conference on soft methods in probability and statistics, SMPS 2014, Warsaw, Poland, September 22–24, 2014. Cham: Springer (ISBN 978-3-319-10764-6/pbk; 978-3-319-10765-3/ebook). Advances in Intelligent Systems and Computing 315, 209-216 (2015).
Summary: We present a method to cluster time series according to the calculation of the pairwise Kendall distribution function between them. A case study with environmental data illustrates the introduced methodology.
For the entire collection see [Zbl 1312.68007].

MSC:

62M10 Time series, auto-correlation, regression, etc. in statistics (GARCH)
62H30 Classification and discrimination; cluster analysis (statistical aspects)
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