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

DOI10.1002/SAM.10143MaRDI QIDQ4969810zbMATH OpenOpenAlexWikidataFDO

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

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Cited in

(5)

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

Describes a project that uses

Uses Software

• S-PLUS
• MEMSS

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