ListarModelización, Optimización e Inferencia Estadística (MODES) por tema "Quantile cross-spectral density"
Mostrando ítems 1-6 de 6
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Outlier Detection for Multivariate Time Series: A Functional Data Approach ®
(Elsevier, 2021)[Abstract] A method for detecting outlier samples in a multivariate time series dataset is proposed. It is assumed that an outlying series is characterized by having been generated from a different process than those ... -
Quantile Cross-Spectral Density: A Novel and Effective Tool for Clustering Multivariate Time Series
(Elsevier, 2021)[Abstract] Clustering of multivariate time series is a central problem in data mining with applications in many fields. Frequently, the clustering target is to identify groups of series generated by the same multivariate ... -
Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques
(Elsevier, 2022-11)[Abstract]: Robust fuzzy clustering of multivariate time series is addressed when the clustering purpose is grouping together series generated from similar stochastic processes. Robustness to the presence of anomalous ... -
Quantile-Based Fuzzy Clustering of Multivariate Time Series in the Frequency Domain
(Elsevier, 2022)[Abstract] A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the generating models or changes on ... -
The Bootstrap for Testing the Equality of Two Multivariate Stochastic Processes with an Application to Financial Markets
(MDPI, 2022)[Abstract] The problem of testing the equality of generating processes of two multivariate time series is addressed in this work. To this end, we construct two tests based on a distance measure between stochastic processes. ... -
The bootstrap for testing the equality of two multivariate time series with an application to financial markets
(Elsevier, 2022)[Abstract]: The problem of testing the equality of the generating processes of two multivariate time series is addressed in this work. To this aim, we construct four tests based on a distance measure between stochastic ...