Dependency-Aware Clustering of Time Series and Its Application on Energy Markets

In this paper, we propose a novel approach for clustering time series, which combines three well-known aspects: a permutation-based coding of the time series, several distance measurements for discrete distributions and hierarchical clustering using different linkages. The proposed method classifies...

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Bibliographic Details
Main Authors: María del Carmen Ruiz-Abellón, Antonio Gabaldón, Antonio Guillamón
Format: Article
Language:English
Published: MDPI AG 2016-10-01
Series:Energies
Subjects:
Online Access:http://www.mdpi.com/1996-1073/9/10/809