Distribution-Based Entropy Weighting Clustering of Skewed and Heavy Tailed Time Series

The goal of clustering is to identify common structures in a data set by forming groups of homogeneous objects. The observed characteristics of many economic time series motivated the development of classes of distributions that can accommodate properties, such as heavy tails and skewness. Thanks to...

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Bibliographic Details
Main Authors: Raffaele Mattera, Massimiliano Giacalone, Karina Gibert
Format: Article
Language:English
Published: MDPI AG 2021-05-01
Series:Symmetry
Subjects:
Online Access:https://www.mdpi.com/2073-8994/13/6/959