In this paper we propose a clustering approach based on the DISTATIS algorithm for the study of time series showing spatial spillover effects. This clustering approach involves the use of a spatio-temporal distance, obtained from the combination of temporal and spatial distances. An application to real time series, related to Euro Area business cycles, enriches this paper.

DISTATIS-based spatio-temporal clustering approach: an application to business cycles’ time series

Raffaele Mattera;Germana Scepi
2022

Abstract

In this paper we propose a clustering approach based on the DISTATIS algorithm for the study of time series showing spatial spillover effects. This clustering approach involves the use of a spatio-temporal distance, obtained from the combination of temporal and spatial distances. An application to real time series, related to Euro Area business cycles, enriches this paper.
9788891932310
File 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.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11588/896338
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus ND
  • ???jsp.display-item.citation.isi??? ND
social impact