Time series modeling by a regression approach based on a latent process

DOI10.1016/j.neunet.2009.06.040zbMath1342.62144arXiv1312.6969WikidataQ38435571 ScholiaQ38435571MaRDI QIDQ141404

Faicel Chamroukhi, Allou Samé, Gérard Govaert, Patrice Aknin, Gérard Govaert, Faicel Chamroukhi, Allou Samé, Patrice Aknin

Publication date: July 2009

Published in: Neural Networks (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6969

zbMATH Keywords

classification; EM algorithm; time series; maximum likelihood; regression; hidden process

Mathematics Subject Classification ID

62M10: Time series, auto-correlation, regression, etc. in statistics (GARCH)

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62F10: Point estimation

62J12: Generalized linear models (logistic models)

91B84: Economic time series analysis

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