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
;
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.File in questo prodotto:
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