Model-based clustering of categorical time series

DOI10.1214/10-BA606zbMATH Open1330.62256OpenAlexW1988197914MaRDI QIDQ75958FDOQ75958

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

Recommendations

• Model-based clustering and segmentation of time series with changes in regime
• Clustering heteroskedastic time series by model-based procedures
• Model-based clustering of time series in group-specific functional subspaces
• Time-series clustering
• Time series clustering and classification
• Model-based multidimensional clustering of categorical data

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)

Cited In (16)

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

This page was built for publication: Model-based clustering of categorical time series

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q75958)