We consider the problem of one-step ahead prediction for time series generated by an underlying stationary stochastic process obeying the condition of absolute regularity, describi...
— Forecasting the tide level in the Venezia lagoon is a very compelling task. In this work we propose a new approach to the learning of tide level time series based on the local ...
E. Canestrelli, P. Canestrelli, Marco Corazza, Mau...
The segmentation of time-series is a constrained clustering problem: the data points should be grouped by their similarity, but with the constraint that all points in a cluster mus...
This paper presents a new approach for time series prediction using local dynamic modeling. The proposed method is composed of three blocks: a Time Delay Line that transforms the o...
This article presents the winning solution to the CATS time series prediction competition. The solution is based on classical optimal linear estimation theory. The proposed method...