We propose in this work a new approach for modelling, forecasting and clustering beanplot financial time series. The beanplot time series like the histogram time series or the interval time series can be very useful to model the intra-period variability of the series. These types of new time series can be very useful with High Frequency financial data, data collected with often irregularly spaced observations
Beanplots Data Analysis in a Temporal Framework / Drago, Carlo; Carlo, Lauro; Scepi, Germana. - (2013), pp. 115-122. [10.1007/978-3-319-00032-9_1]
Beanplots Data Analysis in a Temporal Framework
DRAGO, CARLO;SCEPI, GERMANA
2013
Abstract
We propose in this work a new approach for modelling, forecasting and clustering beanplot financial time series. The beanplot time series like the histogram time series or the interval time series can be very useful to model the intra-period variability of the series. These types of new time series can be very useful with High Frequency financial data, data collected with often irregularly spaced observationsFile in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.
