Model-based clustering and segmentation of time series with changes in regime

DOI10.1007/s11634-011-0096-5zbMath1274.62427arXiv1312.6967OpenAlexW3101931750MaRDI QIDQ143999

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

Publication date: 12 October 2011

Published in: Advances in Data Analysis and Classification, Advances in Data Analysis and Classification. ADAC (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1312.6967

zbMATH Keywords

EM algorithmtime seriesclusteringmixture modelregression mixturechange in regimehidden logistic process

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Theory of statistical experiments (62B15) Point estimation (62F10) Applications of statistics in engineering and industry; control charts (62P30)

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