Wyniki wyszukiwania - Biblioteka Nauki

Ten serwis zostanie wyłączony 2025-02-11.

Nowa wersja platformy, zawierająca wyłącznie zasoby pełnotekstowe, jest już dostępna.
Przejdź na https://bibliotekanauki.pl

Ograniczanie wyników

1 Econometrics. Ekonometria. Advances in Applied Data Analytics

1 2018

Znaleziono wyników: 1

Liczba wyników na stronie

Wyniki wyszukiwania

Sortuj według:

Ogranicz wyniki do:

Clustering macroeconomic time series

100%

Augustyński I. , Laskoś-Grabowski P.

Econometrics. Ekonometria. Advances in Applied Data Analytics

2018

nr vol. 22 no. 2

74-88

The data mining technique of time series clustering is well established. However, even when recognized as an unsupervised learning method, it does require making several design decisions that are nontrivially influenced by the nature of the data involved. By extensively testing various possibilities, we arrive at a choice of a dissimilarity measure (compression-based dissimilarity measure, or CDM) which is particularly suitable for clustering macroeconomic variables. We check that the results are stable in time and reflect large-scale phenomena, such as crises. We also successfully apply our findings to the analysis of national economies, specifically to identifying their structural relations.