A Bayesian nonparametric approach for time series clustering
DOI10.1214/13-BA852zbMATH Open1327.62473MaRDI QIDQ899011FDOQ899011
Authors: Luis E. Nieto-Barajas, A. Contreras-Cristán 
Publication date: 21 December 2015
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1393251774
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model-based clusteringtime series analysisPitman-Yor processBayes nonparametricsdynamic linear model
Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Nonparametric tolerance and confidence regions (62G15) Applications of statistics to actuarial sciences and financial mathematics (62P05)
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Cited In (19)
- Efficient and flexible model-based clustering of jumps in diffusion processes
- Model-based approach for household clustering with mixed scale variables
- Clustering random walk time series
- Clustering Chlorophyll-a satellite data using quantiles
- An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior
- Adjusting background noise in cluster analyses of longitudinal data
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- On a nonparametric change point detection model in Markovian regimes
- A Bayesian semiparametric vector multiplicative error model
- Bayesian model-based tight clustering for time course data
- Bayesian nonparametric biostatistics
- Bayesian spectral analysis models for quantile regression with Dirichlet process mixtures
- Nonparametric Bayesian functional clustering for time-course microarray data
- Non-linear time series clustering based on non-parametric forecast densities
- A scalable Bayesian nonparametric model for large spatio-temporal data
- Predicting COVID-19 hospitalisation using a mixture of Bayesian predictive syntheses
- A new Dirichlet process for mining dynamic patterns in functional data
- Dynamic model-based clustering for spatio-temporal data
- Clustering nonlinear, nonstationary time series using BSLEX
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