4 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…
Amortized Neural Clustering of Time Series based on Statistical Features
Ãngel 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, 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…
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…