In this work a robust clustering algorithm for stationary time series is proposed. The algorithm is based on the use of estimated spectral densities, which are considered as functional data, as the basic characteristic of stationary time series for clustering purposes. A robust algorithm for functional data is then applied to the set of spectral densities. Trimming techniques and restrictions on the scatter within groups reduce the effect of noise in the data and help to prevent the identification of spurious clusters. The procedure is tested in a simulation study, and is also appliedtoarealdataset.
|Original language||English (US)|
|Title of host publication||Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)|
|Publisher||Springer Verlag email@example.com|
|State||Published - Jan 1 2017|