Biarchetype analysis for univariate functional data. An application to macroeconomic financial time series
We introduce biarchetype analysis for the first time in the context of univariate functional data. This unsupervised methodology extends archetype analysis by simultaneously identifying archetypal structures across both the cases (countries, in our application) and the temporal argument. Both cases and time points are expressed as mixtures of biarchetypes, yielding a concise and highly interpretable representation of complex functional observations. Although biarchetype analysis is not intended as a clustering technique, it offers superior interpretability compared with biclustering approaches, as it is based on extreme, representative patterns rather than average centroids, thereby enhan...
| Authors | Aleix Alcacer, Rafael Benitez, Vicente J. Bolos et al. |
|---|---|
| Primary category | stat.ME |
| Published | 14 June 2026 |
| Last updated at source | 14 June 2026 |
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