The formulation of structural time series models in discrete and continuous time [PDF]
This paper sets out an approach for modelling univariate time series, including those in which observations are available on a daily basis. An underlying continuous time model is formulated and it is shown that this model has important implications for ...
Harvey, A. C., Harvey, Andrew C.
core +1 more source
A Novel Combination of Segmentation, Ensemble Clustering and Genetic Algorithm for Clustering Time Series [PDF]
Increasing the accuracy of time-series clustering while reducing execution time is a primary challenge in the field of time-series clustering. Researchers have recently applied approaches, such as the development of distance metrics and dimensionality ...
Zahra Ghorbani, Ali Ghorbanian
doaj +1 more source
Fuzzy clustering of univariate and multivariate time series by genetic multiobjective optimization [PDF]
Given a set of time series, it is of interest to discover subsets that share similar properties. For instance, this may be useful for identifying and estimating a single model that may fit conveniently several time series, instead of performing the usual
S. Bandyopadhyay, R. Baragona, U. Maulik
core
Regional economic disparities in Europe: time-series clustering of NUTS 3 regions
The aim of this research is to identify the regional economic disparities in the level of economic wealth and its dynamics in the NUTS 3 regions in EU28 over the period from 2000 to 2017.
López-Villuendas, Ana María +1 more
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Efficient Time-Series Clustering through Sparse Gaussian Modeling
In this work, we consider the problem of shape-based time-series clustering with the widely used Dynamic Time Warping (DTW) distance. We present a novel two-stage framework based on Sparse Gaussian Modeling.
Dimitris Fotakis +3 more
doaj +1 more source
Time-series clustering for sensor fault detection in large-scale Cyber-Physical Systems [PDF]
Large-scale Cyber-Physical Systems (CPSs) are information systems that involve a vast network of sensor nodes and other devices that stream observations in real-time and typically are deployed in uncontrolled, broad geographical terrains.
Brimicombe, Allan +5 more
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Clustering life trajectories: A new divisive hierarchical clustering algorithm for discrete-valued discrete time series [PDF]
A new algorithm for clustering life course trajectories is presented and tested with large register data. Life courses are represented as sequences on a monthly timescale for the working-life with an age span from 16-65.
Dlugosz, Stephan
core
This study investigates optimal training intervals for small hydro power regression models, crucial for accurate forecasts in diverse conditions, particularly focusing on Portugal’s small hydro portfolio.
Duarte Lopes, Isabel Preto, David Freire
doaj +1 more source
Identifying regions with similar meteorological features is of both socioeconomic and ecological importance. Towards that direction, useful information can be drawn from meteorological stations, and spread in a broader area.
Ekaterini Skamnia +2 more
doaj +1 more source
Labor Market Entry and Earnings Dynamics: Bayesian Inference Using Mixtures-of-Experts Markov Chain Clustering [PDF]
This paper analyzes patterns in the earnings development of young labor market entrants over their life cycle. We identify four distinctly different types of transition patterns between discrete earnings states in a large administrative data set. Further,
Sylvia Frühwirth-Schnatter +3 more
core +2 more sources

