Machine Learning with Applications (Dec 2022)

INGARCH-based fuzzy clustering of count time series with a football application

  • Roy Cerqueti,
  • Pierpaolo D’Urso,
  • Livia De Giovanni,
  • Raffaele Mattera,
  • Vincenzina Vitale

Journal volume & issue
Vol. 10
p. 100417

Abstract

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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