---
title: Multidimensional Time Series Data: Automated Regime Detection
url: https://www.ml-quant.com/papers/ssrn/4587877/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4587877
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4587877
featured: 2023-10-04
citations: unknown
topic: Econometrics & 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.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4587877
- Identifier: SSRN 4587877
- Released: 2023-09-29
- First featured: Quant Letter No. 18 (2023-10-04): https://www.ml-quant.com/issues/2023-10-04/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Econometrics & Forecasting

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