3 papers
stat.ME2023
New bootstrap tests for categorical time series. A comparative study
Ángel López-Oriona, José Antonio Vilar Fernández, Pierpaolo D'Urso
The problem of testing the equality of the generating processes of two categorical time series is addressed in this work. To this aim, we propose three tests relying on a dissimila…
stat.ME2021
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…
stat.ME2021
Quantile-based fuzzy clustering of multivariate time series in the frequency domain
Ángel López-Oriona, José A. Vilar, Pierpaolo-D'Urso
A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the gen…