Finite mixture modeling of Gaussian regression time series with application to dendrochronology

DOI10.1007/S00357-016-9216-4MaRDI QIDQ2628066zbMATH OpenOpenAlexWikidataFDO

Authors Semhar Michael, Volodymyr Melnykov

Publication date 12 June 2017

Published in Journal of Classification (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s00357-016-9216-4

zbMATH Keywords

annual tree ringsEM algorithmfinite mixture modelsKalman filtermodel-based clusteringregression time series

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10)

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Cites work

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Cited in

(5)

• Extracting a common signal in tree ring widths with a semi-parametric Bayesian hierarchical model
• Studying crime trends in the USA over the years 2000--2012
• Maximum pseudolikelihood estimation for model-based clustering of time series data
• Mixture modelling of categorical sequences with secondary components
• On the characterization of flowering curves using Gaussian mixture models

Describes a project that uses

Uses Software

• astsa
• flexmix

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