Model-based clustering of categorical time series

DOI10.1214/10-BA606MaRDI QIDQ75958zbMATH OpenOpenAlexFDO

Authors Sylvia Frühwirth-Schnatter, Christoph Pamminger, Christoph Pamminger, Sylvia Frühwirth-Schnatter

Publication date 1 June 2010

Published in Bayesian Analysis (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.ba/1340218342

zbMATH Keywords

Markov chain Monte Carlolabor marketmodel-based clusteringpanel datatransition matriceswage mobility

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cited in

(16)

• Model-based clustering and segmentation of time series with changes in regime
• Clustering discrete-valued time series
• On categorical time series models with covariates
• Panel data analysis: a survey on model-based clustering of time series
• Analysing plant closure effects using time-varying mixture-of-experts Markov chain clustering
• Clustering from categorical data sequences
• Assessing the performance of model-based clustering methods in multivariate time series with application to identifying regional wind regimes
• Clustering time series by linear dependency
• Finite mixture biclustering of discrete type multivariate data
• International stock comovements with endogenous clusters
• Model-based biclustering of clickstream data
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• Model-based Clustering of Sequential Data with an Application to Contraceptive Use Dynamics
• Estimation in a general mixture of Markov jump processes
• Bayesian model-based clustering for longitudinal ordinal data
• Clustering Multiple Time Series with Structural Breaks

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