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Segmental dynamic factor analysis for time series of curves - MaRDI portal

Segmental dynamic factor analysis for time series of curves (Q1703840)

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scientific article; zbMATH DE number 6847963
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English
Segmental dynamic factor analysis for time series of curves
scientific article; zbMATH DE number 6847963

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    Segmental dynamic factor analysis for time series of curves (English)
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    7 March 2018
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    functional time series
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    visualization and forecasting
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    mixture of regressions
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    dynamic factor analysis
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    variational EM
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    condition monitoring
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    Gaussian random walk
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