CSTS provides a synthetic benchmark with 23 ground-truth correlation patterns across data variants, plus reference values, to evaluate correlation-based time series clustering algorithms and validation measures.
A review of two decades of correlations, hierarchies, networks and clustering in financial markets
1 Pith paper cite this work, alongside 131 external citations. Polarity classification is still indexing.
1
Pith paper citing it
131
external citations · OpenAlex
citation-role summary
background 1
citation-polarity summary
fields
cs.LG 1years
2025 1verdicts
CONDITIONAL 1roles
background 1polarities
unclear 1representative citing papers
citing papers explorer
-
CSTS: A Benchmark for the Discovery of Correlation Structures in Time Series Clustering
CSTS provides a synthetic benchmark with 23 ground-truth correlation patterns across data variants, plus reference values, to evaluate correlation-based time series clustering algorithms and validation measures.