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...
Main Authors: | , , |
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Format: | Article |
Language: | English |
Published: |
MDPI AG
2021-05-01
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Series: | Symmetry |
Subjects: | |
Online Access: | https://www.mdpi.com/2073-8994/13/6/959 |