Clustering methods are commonly applied to time series, either as a preprocessing stage for other methods or in their own right. In this paper it is explained why time series clustering may sometimes… (More)
Modern data analysis often faces high-dimensional data. Nevertheless, most neural network data analysis tools are not adapted to highdimensional spaces, because of the use of conventional concepts… (More)
The Bootstrap resampling method may be efficiently used to estimate the generalization error of nonlinear regression models, as artificial neural networks and especially Least-square Support Vector… (More)
The Kohonen self-organization map is usually considered as a classification or clustering tool, with only a few applications in time series prediction. In this paper, a particular time series… (More)
-Many time series forecasting problems require the estimation of possibly inaccurate, but longterm, trends, rather than accurate short-term prediction. In this paper, a double use of the… (More)
Kohonen self-organisation maps are a well know classification tool, commonly used in a wide variety of problems, but with limited applications in time series forecasting context. In this paper, we… (More)
A general method for time series forecasting is presented. Based on the splitting of the past dynamics into clusters, local models are built to capture the possible evolution of the series given the… (More)
The Double Vector Quantization method, a long-term forecasting method based on the SOM algorithm, has been used to predict the 100 missing values of the CATS competition data set. An analysis of the… (More)
Delay selection for time series phase space reconstruction may be performed using a mutual information (MI) criterion. However, the delay selection is in that case limited to the estimation of a… (More)
Clustering methods are commonly used on time series, either as a preprocessing for other methods or for themselves. This paper illustrates the problem of clustering applied on regressor vectors… (More)