vga-iowa

Code for time series aggreagtion based on VGA and IOWA

Reference

@article{xu2017novel,
  title={A novel weight determination method for time series data aggregation},
  author={Xu, Paiheng and Zhang, Rong and Deng, Yong},
  journal={Physica A: Statistical Mechanics and its Applications},
  volume={482},
  pages={42--55},
  year={2017},
  publisher={Elsevier}
}