INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application
21 Pages Posted: 13 Jul 2022
Abstract
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
Suggested Citation: Suggested Citation
Cerqueti, Roy and D’Urso, Pierpaolo and De Giovanni, Livia and Mattera, Raffaele and Vitale, Vincenzina, INGARCH-Based Fuzzy Clustering of Count Time Series with a Football Application. Available at SSRN: https://ssrn.com/abstract=4161563 or http://dx.doi.org/10.2139/ssrn.4161563
Do you have a job opening that you would like to promote on SSRN?
Feedback
Feedback to SSRN