5 papers
Adaptive Multi-Scale Forecasting and Gate-Localized Conformal Prediction for Multivariate Nonstationary Time Series
Ziling Ma, Junshu Jiang, Ãngel 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…
Forecasting Multivariate Time Series under Predictive Heterogeneity: A Validation-Driven Clustering Framework
Ziling Ma, Ãngel López Oriona, Hernando Ombao +1
We study adaptive pooling under predictive heterogeneity in high-dimensional multivariate time series forecasting, where global models improve statistical efficiency but may fail t…
Robust Spectral Fuzzy Clustering of Multivariate Time Series with Applications to Electroencephalogram
Ziling Ma, Mara Sherlin Talento, Ying Sun +1
Clustering multivariate time series (MTS) is challenging due to non-stationary cross-dependencies, noise contamination, and gradual or overlapping state boundaries. We introduce a…
Robust fuzzy clustering for high-dimensional multivariate time series with outlier detection
Ziling Ma, Ãngel López-Oriona, Hernando Ombao +1
Fuzzy clustering provides a natural framework for modeling partial memberships, particularly important in multivariate time series (MTS) where state boundaries are often ambiguous.…
FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
Ziling Ma, Ãngel 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…