7 papers
Adaptive Multi-Scale Forecasting and Gate-Localized Conformal Prediction for Multivariate Nonstationary Time Series
Ziling Ma, Junshu Jiang, Ángel López-Oriona +2
We propose ABF-T-GLCP, a model-agnostic framework for forecasting and uncertainty quantification in nonstationary multivariate time series. The central idea is to learn an adaptive…
Amortized Neural Clustering of Time Series based on Statistical Features
Ángel López-Oriona, Ying Sun
This paper introduces an algorithm-agnostic approach to feature-based time series clustering via amortized neural inference. By training neural networks to approximate the optimal…
FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
Ziling Ma, Ángel López-Oriona, Hernando Ombao +1
Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional ap…
Dependence-based fuzzy clustering of functional time series
Angel Lopez-Oriona, Ying Sun, Han Lin Shang
Time series clustering is essential in scientific applications, yet methods for functional time series, collections of infinite-dimensional curves treated as random elements in a H…
Fuzzy clustering of circular time series based on a new dependence measure with applications to wind data
Ángel López-Oriona, Ying Sun, Rosa M. Crujeiras
Time series clustering is an essential machine learning task with applications in many disciplines. While the majority of the methods focus on time series taking values on the real…
Quantile-based fuzzy C-means clustering of multivariate time series: Robust techniques
Ángel López-Oriona, Pierpaolo D'Urso, José Antonio Vilar +1
Three robust methods for clustering multivariate time series from the point of view of generating processes are proposed. The procedures are robust versions of a fuzzy C-means mode…