Time Series and Machine Learning

• Grant number: 24/07656-3
• Support Opportunities: Scholarships in Brazil - Scientific Initiation
• Start date: July 01, 2024
• End date: June 30, 2025
• Field of knowledge: Physical Sciences and Mathematics - Probability and Statistics - Statistics
• Principal Investigator: Pedro Alberto Morettin
• Grantee: André de Oliveira Ferreira da Cruz
• Host Institution: Instituto de Matemática e Estatística (IME). Universidade de São Paulo (USP). São Paulo , SP, Brazil
• Associated research grant: 23/02538-0 - Time series, wavelets, high dimensional data and applications, AP.TEM

Abstract

Methods frequently used in Machine Learning apply toIID variables. For time series, there is correlation between observations so it is necessary to use other types of distances, for example, in problems of clustering and classification. This is the aim of this study.