INGARCH-based fuzzy clustering of count time series with a football application

Autor: Roy Cerqueti, Pierpaolo D’Urso, Livia De Giovanni, Raffaele Mattera, Vincenzina Vitale
Jazyk: angličtina
Rok vydání: 2022
Předmět:
Zdroj: Machine Learning with Applications, Vol 10, Iss , Pp 100417- (2022)
Druh dokumentu: article
ISSN: 2666-8270
DOI: 10.1016/j.mlwa.2022.100417
Popis: Although there are many contributions in the time series clustering literature, few studies still deal with count time series data. This paper aims to develop a fuzzy clustering procedure for count time series data. We propose an Integer GARCH-based Fuzzy C-medoids (INGARCH-FCMd) method for clustering count time series based on a Mahalanobis distance between the parameters estimated by an INGARCH model. We show how the proposed clustering method works by clustering football teams according to the number of scored goals.
Databáze: Directory of Open Access Journals