[Abstract]: The problem of testing the equality of the generating processes of two multivariate time series is addressed in this work. To this aim, we construct four tests based on a distance measure between stochastic ...

[Abstract]: Time series data are ubiquitous nowadays. Whereas most of the literature on the topic deals with univariate time series, multivariate time series have typically received much less attention. However, the ...

[Abstract]: Robust fuzzy clustering of multivariate time series is addressed when the clustering purpose is grouping together series generated from similar stochastic processes. Robustness to the presence of anomalous ...

[Abstract] A method for detecting outlier samples in a multivariate time series dataset is proposed. It is assumed that an outlying series is characterized by having been generated from a different process than those ...

[Abstract] Clustering of multivariate time series is a central problem in data mining with applications in many fields. Frequently, the clustering target is to identify groups of series generated by the same multivariate ...

[Abstract] We propose Fast Forest of Flexible Features (F4), a novel approach for classifying multivariate time series, which is aimed to discriminate between underlying generating processes. This goal has barely been ...

[Abstract] A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the generating models or changes on ...