Constrained Clustering of Temporal Beanplot Data
Carlo Drago · 2013
Classical time series are equally spaced sequences of scalar dataHigh Frequency data are unequally spaced sequences of scalar dataIn these cases Market ticks arrive at random timeIn Financial Markets these types of series are very common. Many types of nancial data can be obtained at high frequency, intraday speci cally, at amarket tick by tick frequency (Dacorogna 2001).