All Questions
3 questions
2
votes
0
answers
298
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Use of autoregressive metric for ARIMA clustering and analysis
I wonder if anyone has put into use the autoregressive metric for ARIMA clustering proposed by Corduas and Piccolo (2008).
The authors define the distance autoregressive metric between two processes $...
- 93
1
vote
0
answers
25
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handling multiple time series through common model?
I have 1.5 lac/ 150 K timeseries . These are divided by geo locations. I have total 32 geo locations.Customer is expecting to have minimum number of model for all the 1.5 lac forecasting. How should i ...
- 1,195
0
votes
1
answer
373
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Comparing similarity Time Series
I have a collection of time series data.
The data is structured (Country, Year, Value).
~50 countries and ~30 data points for each country
Is there a way to cluster time series?
Time intervals are ...
- 11