Temporal Clustering of Time Series via Threshold Autoregressive Models: Application to Commodity Prices

no code implementations • 3 May 2016 • Sipan Aslan, Ceylan Yozgatligil, Cem Iyigun

The clustering of commodity prices was examined using the proposed clustering approach based on time series models to incorporate the time varying properties of price series into the clustering scheme.

Clustering Time Series +1