On power series attached to local densities
نویسندگان
چکیده
منابع مشابه
Time series clustering based on forecast densities
A new clustering method for time series is proposed, based on the full probability density of the forecasts. First, a resampling method combined with a nonparametric kernel estimator provides estimates of the forecast densities. A measure of discrepancy is then defined between these estimates and the resulting dissimilarity matrix is used to carry out the required cluster analysis. Applications...
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ژورنال
عنوان ژورنال: Proceedings of the Japan Academy, Series A, Mathematical Sciences
سال: 1995
ISSN: 0386-2194
DOI: 10.3792/pjaa.71.187