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

DOI10.1002/SAM.11138OpenAlexW2045957015MaRDI QIDQ4969827FDOQ4969827

Authors: 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)

Cites Work

• Estimating the dimension of a model
• Title not available (Why is that?)
• Finite mixture models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat

Cited In (6)

• Forecasting Simultaneously High‐Dimensional Time Series: A Robust Model‐Based Clustering Approach
• Studying crime trends in the USA over the years 2000--2012
• Semi-supervised model-based clustering with positive and negative constraints
• Finite mixture modeling of Gaussian regression time series with application to dendrochronology
• Bayesian model-based tight clustering for time course data
• Challenges in model-based clustering

This page was built for publication: Efficient estimation in model‐based clustering of Gaussian regression time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4969827)