Model-based clustering and segmentation of time series with changes in regime
| Year of publication: |
2011
|
|---|---|
| Authors: | Samé, Allou ; Chamroukhi, Faicel ; Govaert, Gérard ; Aknin, Patrice |
| Published in: |
Advances in Data Analysis and Classification. - Springer. - Vol. 5.2011, 4, p. 301-321
|
| Publisher: |
Springer |
| Subject: | Clustering | Time series | Change in regime | Mixture model | Regression mixture | Hidden logistic process | EM algorithm |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009404127