Clustering of Time Series Based on Forecasting Performance of Global Models.
Ángel López-OrionaPablo Montero-MansoJosé Antonio VilarPublished in: AALTD@ECML/PKDD (2022)
Keyphrases
- box jenkins
- clustering algorithm
- data sets
- financial time series
- multivariate time series
- model selection
- cluster analysis
- computational models
- k means
- unsupervised learning
- clustering method
- short term
- similarity measure
- hierarchical clustering
- fuzzy clustering
- data points
- autoregressive
- predictive model
- probabilistic model
- weather forecasting
- feature space