Time-varying clustering of multivariate longitudinal observations

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Publication:2807691

DOI10.1080/03610926.2013.821488zbMATH Open1381.62185arXiv1404.6201OpenAlexW2234819528MaRDI QIDQ2807691FDOQ2807691


Authors: Antonello Maruotti, M. Vichi Edit this on Wikidata


Publication date: 25 May 2016

Published in: Communications in Statistics. Theory and Methods (Search for Journal in Brave)

Abstract: We propose a statistical method for clustering of multivariate longitudinal data into homogeneous groups. This method relies on a time-varying extension on the classical K-means algorithm, where a multivariate vector autoregressive model is additionally assumed for modeling the evolution of clusters' centroids over time. We base the inference on a least squares specification of the model and coordinate descent algorithm. To illustrate our work, we consider a longitudinal dataset on human development. Three variables are modeled, namely life expectancy, education and gross domestic product.


Full work available at URL: https://arxiv.org/abs/1404.6201




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