1 citations · 1 across the 3 of their papers we have counts for
3 papers
Time series clustering based on prediction accuracy of global forecasting models
Ángel López Oriona, Pablo Montero Manso, José Antonio Vilar Fernández
In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted…
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…
Ordinal time series analysis with the R package otsfeatures
Ángel López Oriona, José Antonio Vilar Fernández
The 21st century has witnessed a growing interest in the analysis of time series data. Whereas most of the literature on the topic deals with real-valued time series, ordinal time…