Model-based fuzzy time series clustering of conditional higher moments
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Title
Model-based fuzzy time series clustering of conditional higher moments
Authors
Keywords
Fuzzy clustering, Dynamic conditional score, Conditional moments, Time series
Journal
INTERNATIONAL JOURNAL OF APPROXIMATE REASONING
Volume 134, Issue -, Pages 34-52
Publisher
Elsevier BV
Online
2021-04-20
DOI
10.1016/j.ijar.2021.03.011
References
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