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Model-based clustering and segmentation of time series with changes in regime

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  • Allou Samé
  • Faicel Chamroukhi
  • Gérard Govaert
  • Patrice Aknin

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  • Allou Samé & Faicel Chamroukhi & Gérard Govaert & Patrice Aknin, 2011. "Model-based clustering and segmentation of time series with changes in regime," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 5(4), pages 301-321, December.
    • Handle: RePEc:spr:advdac:v:5:y:2011:i:4:p:301-321
    DOI: 10.1007/s11634-011-0096-5
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    References listed on IDEAS

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    1. Jeng‐Min Chiou & Pai‐Ling Li, 2007. "Functional clustering and identifying substructures of longitudinal data," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 69(4), pages 679-699, September.
    2. Geoffrey Coke & Min Tsao, 2010. "Random effects mixture models for clustering electrical load series," Journal of Time Series Analysis, Wiley Blackwell, vol. 31(6), pages 451-464, November.
    3. Liu, Xueli & Yang, Mark C.K., 2009. "Simultaneous curve registration and clustering for functional data," Computational Statistics & Data Analysis, Elsevier, vol. 53(4), pages 1361-1376, February.
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    Citations

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    Cited by:

    1. Adrien Ickowicz & Jessica Ford & Keith Hayes, 2019. "A Mixture Model Approach for Compositional Data: Inferring Land-Use Influence on Point-Referenced Water Quality Measurements," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 24(4), pages 719-739, December.
    2. Faicel Chamroukhi, 2016. "Piecewise Regression Mixture for Simultaneous Functional Data Clustering and Optimal Segmentation," Journal of Classification, Springer;The Classification Society, vol. 33(3), pages 374-411, October.
    3. Kim, Joonpyo & Oh, Hee-Seok, 2020. "Pseudo-quantile functional data clustering," Journal of Multivariate Analysis, Elsevier, vol. 178(C).
    4. Julien Jacques & Cristian Preda, 2014. "Functional data clustering: a survey," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 8(3), pages 231-255, September.
    5. David Hallac & Peter Nystrup & Stephen Boyd, 2019. "Greedy Gaussian segmentation of multivariate time series," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), vol. 13(3), pages 727-751, September.
    6. Christophe Biernacki & Matthieu Marbac & Vincent Vandewalle, 2021. "Gaussian-Based Visualization of Gaussian and Non-Gaussian-Based Clustering," Journal of Classification, Springer;The Classification Society, vol. 38(1), pages 129-157, April.
    7. Nguyen, Hien D. & McLachlan, Geoffrey J., 2016. "Laplace mixture of linear experts," Computational Statistics & Data Analysis, Elsevier, vol. 93(C), pages 177-191.
    8. Adrien Ehrhardt & Christophe Biernacki & Vincent Vandewalle & Philippe Heinrich, 2019. "Feature quantization for parsimonious and interpretable predictive models," Papers 1903.08920, arXiv.org.

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