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3 questions
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Curse of dimensionality in Time series with K-means
I have been looking at the following notebook: time series clustering
where the writer says that the dataset is affected by the "Curse of Dimensionality", so applying TimeSeriesKMeans ...
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2
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1
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551
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PCA to select few stocks to mimic and index
I am looking for a way to select a subset of stocks which returns can approximately mimick the return of an 'index' they corresponds to.
These are all self created factor portfolios, and not traded ...
1
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0
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708
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Joint probability distribution function between different time-series clusters
I have 24-hour time-series data-sets for Solar Power and Power Consumption respectively for an entire year i.e 365x24 data set. Intuitively, the data set captures the variation of each of the ...
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