Clustering of Financial Account Time Series Using Self Organizing Maps

Clustering of Financial Account Time Series Using Self Organizing Maps

This thesis aims to cluster financial account time series by extracting global features from the time series and by using two different dimensionality reduction methods, Kohonen Self Organizing Maps and principal component analysis, to cluster the set of the time series by using K-means. The results...

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Bibliographic Details
Main Author: Nordlinder, Magnus
Format: Others
Language:English
Published: KTH, Matematisk statistik 2021
Subjects:
Kohonen
financial accounts
self organizing maps
clustring
time series
finansiella konton
klustring
tidsserier
Mathematics
Matematik
Online Access:http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-291612

Internet

http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-291612

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