Performance Evaluation of AIC and BIC in Time Series Clustering with Piccolo Method
Triyani Hendrawati, Aji Hamim Wigena, I Made Sumertajaya, Bagus Sartono · 2020
Piccolo method use parameters of Autoregressive model tocluster time series data. One set of time series data can produce several model, but only one model is used for clustering. Akaike’s Information Criterion (AIC) or Bayesian information Criterion (BIC) can be used to selection model. But if it i