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Copula-based fuzzy clustering of time series
Conference proceeding   Open access  Peer reviewed

Copula-based fuzzy clustering of time series

Pierpaolo D'Urso, Marta Disegna and Fabrizio Durante
CLADAG 2015. 10th Scientific Meeting of the Classification and Data Analysis Group: Book of Abstracts
CLADAG 2015. 10th Scientific Meeting of the Classification and Data Analysis Group (Santa Margherita di Pula, 08/10/2015 - 10/10/2015)
2016
Handle:
https://hdl.handle.net/10863/2798

Abstract

Quantitative methods and economic modeling Copulas Computational statistics Fuzzy set theory Tourism management Time series
Motivated by a real problem of tourism destination and regional studies, we develop a clustering algorithm to identify similar patterns of tourism time series. The algorithm joins the copula–approach to cluster analysis with the fuzzy methodology, allowing to extend usual clustering methods for time series based on Pearson’s correlation and to capture the uncertainty that arises assigning units to clusters.
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