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

Cites Work

Model-Based Clustering, Discriminant Analysis, and Density Estimation
Markov-switching vector autoregressions. Modelling, statistical inference, and application to business cycle analysis
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How Many Clusters? Which Clustering Method? Answers Via Model-Based Cluster Analysis
Model-Based Gaussian and Non-Gaussian Clustering
Modern Multivariate Statistical Techniques
Nonparametric regression with correlated errors.
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Analysis of time series subject to changes in regime
Space-time wind speed forecasting for improved power system dispatch
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Powering Up With Space-Time Wind Forecasting
Adaptive modelling and forecasting of offshore wind power fluctuations with Markov‐switching autoregressive models
Some automated methods of smoothing time-dependent data
Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
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Cited In (8)

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
Band Depth Clustering for Nonstationary Time Series and Wind Speed Behavior
Non-Gaussian autoregressive processes with Tukey \(g\)-and-\(h\) transformations
Sparse vector Markov switching autoregressive models. Application to multivariate time series of temperature
The role of regimes in short-term wind speed forecasting at multiple wind farms
Markov-switching linked autoregressive model for non-continuous wind direction data
Spatio-temporal short-term wind forecast: a calibrated regime-switching method

Uses Software

depmix
depmixS4

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