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• W4377861737 abstract "Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consider series with discrete response. In this paper, the problem of clustering ordinal time series is addressed. To this aim, two novel distances between ordinal time series are introduced and used to construct fuzzy clustering procedures. Both metrics are functions of estimated cumulative probabilities, thus automatically taking advantage of the ordering inherent to the series' range. The resulting clustering algorithms are computationally efficient and able to group series generated from similar stochastic processes, reaching accurate results with series coming from a wide variety of models. Since the dynamics of the series may vary over the time, we adopt a fuzzy approach, thus enabling the procedures to locate each series into several clusters with different membership degrees. An extensive simulation study shows that the proposed methods outperform several alternative procedures. Weighted versions of the clustering algorithms are also presented and their advantages with respect to the original methods are discussed. Two specific applications involving economic time series illustrate the usefulness of the proposed approaches." @default.
• W4377861737 created "2023-05-24" @default.
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• W4377861737 date "2023-09-01" @default.
• W4377861737 modified "2023-10-16" @default.
• W4377861737 title "Two novel distances for ordinal time series and their application to fuzzy clustering" @default.
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• W4377861737 doi "https://doi.org/10.1016/j.fss.2023.108590" @default.
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