Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat

DOI10.1002/SAM.10143OpenAlexW2118150576WikidataQ57709244 ScholiaQ57709244MaRDI QIDQ4969810FDOQ4969810

Authors: Wei-Chen Chen, Ranjan Maitra 

Publication date: 14 October 2020

Published in: Statistical Analysis and Data Mining: The ASA Data Science Journal (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/sam.10143

zbMATH Keywords

EM algorithmmodel-based clusteringfinite mixture modelautoregressive modelmutual fundsAPECM

Mathematics Subject Classification ID

Statistics (62-XX) Computer science (68-XX)

Cites Work

• Mixed-Effects Models in S and S-PLUS
• Finding Groups in Data
• Estimating the dimension of a model
• Title not available (Why is that?)
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Finite mixture models
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• Maximum likelihood estimation via the ECM algorithm: A general framework
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• Model-Based Gaussian and Non-Gaussian Clustering
• The ECME algorithm: A simple extension of EM and ECM with faster monotone convergence
• On a Mixture Autoregressive Model
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• A Family of Variable-Metric Methods Derived by Variational Means
• A new approach to variable metric algorithms
• Conditioning of Quasi-Newton Methods for Function Minimization
• Title not available (Why is that?)
• A mixture likelihood approach for generalized linear models
• Finite mixture models and model-based clustering
• Title not available (Why is that?)
• The Convergence of a Class of Double-rank Minimization Algorithms 1. General Considerations
• Statistical theory in clustering
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• Generalized Least Squares
• Approximate single linkage cluster analysis of large data sets in high-dimensional spaces

Cited In (5)

• Semi-supervised model-based clustering with positive and negative constraints
• A double clustering algorithm for financial time series based on extreme events
• Finite mixture modeling of Gaussian regression time series with application to dendrochronology
• Efficient estimation in model‐based clustering of Gaussian regression time series
• Challenges in model-based clustering

Uses Software

• S-PLUS
• MEMSS

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