INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application
21 Pages Posted: 13 Jul 2022
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.
Keywords: Fuzzy C-medoids, INGARCH, Poisson distribution, Sport analytics
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