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stat.ME2026
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…
stat.ME2025
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…