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函数数据聚类及其在金融时序分析中的应用
Authors
朱建平
王桂明
Publication date
1 January 2010
Publisher
Abstract
函数数据分析正成为近年来的研究热点。文章针对函数数据聚类分析方法的研究,首先在lP空间构建函数数据之间相异性度量指标,并利用基函数将函数数据平滑,提出了函数数据的聚类分析方法,指出了通过最小二乘估计得到的正交基函数系数进行聚类的结果接近于直接对原始数据进行聚类的结果。其方法应用于时间序列的模式挖掘,得到了良好的效果。国家教育部社科研究规划基金资助项目(06JA910003
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Last time updated on 16/06/2016