Panel data analysis: a survey on model-based clustering of time series

DOI10.1007/s11634-011-0100-0zbMath1274.62591OpenAlexW1974661182MaRDI QIDQ1761308

Sylvia Frühwirth-Schnatter

Publication date: 15 November 2012

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

Full work available at URL: https://doi.org/10.1007/s11634-011-0100-0

zbMATH Keywords

regularizationlongitudinal datamodel selectionMarkov chain Monte Carloskewed distributionspanel datadiscrete-valued time series

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Clustering in the social and behavioral sciences (91C20) Pattern recognition, speech recognition (68T10) Research exposition (monographs, survey articles) pertaining to statistics (62-02)

Related Items

Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering, The role of intrinsic dimension in high-resolution player tracking data -- insights in basketball, Robust fuzzy clustering of multivariate time trajectories, Model-based time-varying clustering of multivariate longitudinal data with covariates and outliers, Clustering space-time series: FSTAR as a flexible STAR approach, Clustering of time series using quantile autocovariances, A Bayesian panel vector autoregression to analyze the impact of climate shocks on high-income economies, Classification based on multivariate mixed type longitudinal data with an application to the EU-SILC database, An application of Dirichlet process in clustering subjects via variance shift models: A course-evaluation study, Model-based clustering based on sparse finite Gaussian mixtures, Clustering discrete-valued time series, Co-clustering of time-dependent data via the shape invariant model, Parsimonious Bayesian factor analysis for modelling latent structures in spectroscopy data, A comparison between VAR processes jointly modeling GDP and unemployment rate in France and Germany, Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models

Uses Software

• bayesm
• funHDDC

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Model-based clustering of categorical time series
• Asymptotic Behaviour of the Posterior Distribution in Overfitted Mixture Models
• Model-based clustering of time series in group-specific functional subspaces
• A Bayesian approach to model-based clustering for binary panel probit models
• Identifiability of finite mixtures of multinomial logit models with varying and fixed effects
• Exact and Monte Carlo calculations of integrated likelihoods for the latent class model
• Estimating the dimension of a model
• On the posterior distribution of the number of components in a finite mixture
• Mixed memory Markov models: Decomposing complex stochastic processes as mixtures of simpler ones
• Bayesian inference for finite mixtures of generalized linear models with random effects
• A review of robust clustering methods
• Finite mixture and Markov switching models.
• Clustering of time series data -- a survey
• Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
• Model-Based Clustering of Non-Gaussian Panel Data Based on Skew-tDistributions
• Consistency of the Maximum Likelihood Estimator in the Presence of Infinitely Many Incidental Parameters
• Bayesian Statistics and Marketing
• Model‐based clustering of longitudinal data
• Bayesian cluster analysis
• Unresolved Problems in Cluster Analysis
• Model-Based Gaussian and Non-Gaussian Clustering
• Bayesian Inference in Mixtures-of-Experts and Hierarchical Mixtures-of-Experts Models With an Application to Speech Recognition
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Association-Marginal Modeling of Multivariate Categorical Responses: A Maximum Likelihood Approach
• Cluster analysis of gene expression dynamics
• Hypothesis Testing in Mixture Regression Models
• Bayesian Measures of Model Complexity and Fit
• Bayes Factors
• Bayesian Clustering of Many Garch Models
• Estimation in the Mixture of Markov Chains Moving With Different Speeds
• A Quantitative Study of Gene Regulation Involved in the Immune Response of Anopheline Mosquitoes
• Bayesian clustering by dynamics
• Deviance information criteria for missing data models
• A new look at the statistical model identification