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An approach to cluster time series extremes with spatial constraints

Title: An approach to cluster time series extremes with spatial constraints
Authors: Alessia Benevento; Fabrizio Durante; Roberta Pappada'
Contributors: Francesco Maria Chelli, Mariateresa Ciommi, Salvatore Ingrassia, Francesca Mariani, Maria Cristina Recchioni; Benevento, Alessia; Durante, Fabrizio; Pappada', Roberta
Publisher Information: Pearson
Publication Year: 2023
Collection: Università degli studi di Trieste: ArTS (Archivio della ricerca di Trieste)
Subject Terms: Copula; Hierarchical clustering; Tail Dependence
Description: We introduce a clustering method for time series based on tail dependence. Such a method considers spatial constraints by means of a suitable dissimilarity index that merges temporal and spatial dependence via extreme-value copulas. The proposed approach is applied to the study of rainfall extremes.
Document Type: conference object
File Description: ELETTRONICO
Language: English
Relation: ispartofbook:SEAS IN. Book of the Short Papers; SEAS IN 2023 - Statistical Learning, Sustainability and Impact Evaluation; firstpage:679; lastpage:684; numberofpages:6; https://hdl.handle.net/11368/3046418
Availability: https://hdl.handle.net/11368/3046418
Rights: info:eu-repo/semantics/closedAccess ; license:Digital Rights Management non definito ; license uri:iris.PRI00
Accession Number: edsbas.BF7AB839
Database: BASE