SSRNEconometrics & Forecasting
Multidimensional Time Series Data: Automated Regime Detection
Automated Regime Detection: The Wasserstein k-means clustering algorithm effectively identifies regimes in synthetic one-dimensional time series data, and its use in multidimensional data is proposed via the sliced Wasserstein k-means method.
Featured in No. 18 on 4 Oct 2023 · 5 days after release
- Released
- 29 Sep 2023
- First featured
- No. 18 · 4 Oct 2023
- Published in
- Not yet, as far as Semantic Scholar knows
- Shares when featured
- 2
- Identifier
- SSRN 4587877
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