Table 1 ImpulseDE parameters for the four models in the low variance setting
From: Lag penalized weighted correlation for time series clustering
Parameters | Model 1 | Model 2 | Model 3 | Model 4 | Parameter variation |
|---|---|---|---|---|---|
β1 | 0.8 | 1.2 | 1.5 | 1.2 | Uniform(0, 0.5) |
h0 | 7 | 13 | 17 | 4 | Uniform(-3, 3) |
h1 | 20 | 6 | 10 | 12 | Uniform(-3, 3) |
h2 | 14 | 20 | 4 | 20 | Uniform(-3, 3) |
t1 | 5 | 8 | 20 | 6 | Uniform(0, 3) |
t2 | 40 | 23 | 40 | 44 | Uniform(0, 3) |