2 papers
stat.ML2025
A system identification approach to clustering vector autoregressive time series
Zuogong Yue, Xinyi Wang, Victor Solo
Clustering of time series based on their underlying dynamics is keeping attracting researchers due to its impacts on assisting complex system modelling. Most current time series cl…
stat.ML2024
k-MLE, k-Bregman, k-VARs: Theory, Convergence, Computation
Zuogong Yue, Victor Solo
We develop hard clustering based on likelihood rather than distance and prove convergence. We also provide simulations and real data examples.