A model-based clustering for time-series with irregular interval

Proceedings of 2004 International Conference on Machine Learning and Cybernetics

Volumn 5, Issue , 2004, Pages 2883-2888

  Zhang, Xiao Tao ^a   Zhang, Wei ^b   Xiong, Xiong ^a   Wang, Qi Wen ^a   Li, Cui Yu ^a  

^a TIANJIN UNIVERSITY   (China)

^b TIANJIN UNIVERSITY OF FINANCE AND ECONOMICS   (China)

Author keywords

Autoregressive conditional duration; Cepstrum; Clustering; Irregular interval; Market microstructure theories; Metric of distance

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DATA MINING; DYNAMIC PROGRAMMING; KNOWLEDGE ACQUISITION; MATHEMATICAL MODELS; PROBLEM SOLVING; REGRESSION ANALYSIS;

AUTOREGRESSIVE CONDITIONAL DURATION; CEPSTRUM; CLUSTERING; IRREGULAR INTERVAL; MARKET MICROSTRUCTURE THEORIES; METRIC OF DISTANCE;

TIME SERIES ANALYSIS;

EID: 6344270096     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: None     Document Type: Conference Paper

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