An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior (Q5417550)
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scientific article; zbMATH DE number 6297626
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior |
scientific article; zbMATH DE number 6297626 |
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An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior (English)
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21 May 2014
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clustering
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time series analysis
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Markov chain Monte Carlo
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nonstationarity
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regularization
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