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

DOI10.1016/j.neunet.2009.06.040zbMath1342.62144arXiv1312.6969OpenAlexW2042251154WikidataQ38435571 ScholiaQ38435571MaRDI QIDQ141404

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

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

classificationEM algorithmtime seriesmaximum likelihoodregressionhidden process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Point estimation (62F10) Generalized linear models (logistic models) (62J12) Economic time series analysis (91B84)

Related Items (8)

Piecewise regression mixture for simultaneous functional data clustering and optimal segmentation ⋮ Laplace mixture of linear experts ⋮ Robust mixture of experts modeling using the \(t\) distribution ⋮ Segmental dynamic factor analysis for time series of curves ⋮ Regularized Estimation and Feature Selection in Mixtures of Gaussian-Gated Experts Models ⋮ A Locally Optimal Algorithm for Estimating a Generating Partition from an Observed Time Series and Its Application to Anomaly Detection ⋮ meteorits ⋮ Unsupervised learning of regression mixture models with unknown number of components

Cites Work

• Estimating the dimension of a model
• A clustering technique for the identification of piecewise affine systems
• On Grouping for Maximum Homogeneity
• On the approximation of curves by line segments using dynamic programming
• Estimating Mixtures of Normal Distributions and Switching Regressions
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item

This page was built for publication: Time series modeling by a regression approach based on a latent process