Clustering multiple functional time series. This function uses a functional panel data model to cluster different functional time series into subgroups.
Usage
mftsc(X, alpha)
Arguments
X
A list of functional time series to be clustered for each object, it is a p by q matrix, where p denotes sample size and q denotes number of grid points within a function support.
alpha
An input value for adjusted rand index to measure similarity of the memberships with last iteration, can be any value bigger than 0.9.
Value
iteration
Number of iterations until convergence
membership
A list of all membership matrices at each iteration