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Jonathan Rubin
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Clustering similar time series patterns
I assume when you say "trend" you mean long-run stocastic trend. The only way I know of extracting long-run stocastic trend information is through cointegration techniques. Moving average or ARIMA mo…
Tagged: Patterns, Time, Cluster
Replied Nov. 1, 2009
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I assume when you say "trend" you mean long-run stocastic trend. The only way I know of extracting long-run stocastic trend information is through cointegration techniques. Moving average or ARIMA models will not do it. However, you need a lot of ob…
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- Short Bio:
- Antitrust attorney, economist
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- Patton Boggs LLP
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- Law
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