Assessing the performance of model-based clustering methods in multivariate time series with application to identifying regional wind regimes

DOI10.1007/S13253-015-0203-8MaRDI QIDQ893352zbMATHOpenAlexFDO

Authors Karen Kazor, Amanda S. Hering

Publication date 19 November 2015

Published in Journal of Agricultural, Biological and Environmental Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s13253-015-0203-8

zbMATH Keywords

forecasting\(k\)-meansGaussian mixture modelsMarkov-switching modelsnonparametric mixture models

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12)

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Cites work

• A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
• Adaptive modelling and forecasting of offshore wind power fluctuations with Markov-switching autoregressive models
• An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior
• Analysis of time series subject to changes in regime
• Calibrated Probabilistic Forecasting at the Stateline Wind Energy Center
• Finite mixture and Markov switching models.
• How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
• Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
• Model-Based Clustering, Discriminant Analysis, and Density Estimation
• Model-Based Gaussian and Non-Gaussian Clustering
• Modern Multivariate Statistical Techniques
• Nonparametric regression with correlated errors.
• Powering up with space-time wind forecasting
• Some automated methods of smoothing time-dependent data
• Space-time wind speed forecasting for improved power system dispatch
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature

Cited in

(9)

• Markov-switching linked autoregressive model for non-continuous wind direction data
• Band Depth Clustering for Nonstationary Time Series and Wind Speed Behavior
• Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations
• Spatio-temporal short-term wind forecast: a calibrated regime-switching method
• Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
• A non-Gaussian spatio-temporal model for daily wind speeds based on a multi-variate skew-\(T\) distribution
• An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
• The role of regimes in short-term wind speed forecasting at multiple wind farms
• VAR model based clustering method for multivariate time series data

Describes a project that uses

Uses Software

• depmix
• depmixS4

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