Efficient estimation in model‐based clustering of Gaussian regression time series

DOI10.1002/sam.11138OpenAlexW2045957015MaRDI QIDQ4969827

Volodymyr Melnykov

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.11138

zbMATH Keywords

EM algorithmmodel-based clusteringtime-series regressionAPECM

Mathematics Subject Classification ID

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

Related Items (3)

Finite mixture modeling of Gaussian regression time series with application to dendrochronology ⋮ Studying crime trends in the USA over the years 2000--2012 ⋮ Semi-supervised model-based clustering with positive and negative constraints

Cites Work

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• Estimating the dimension of a model
• Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat

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