Biclustering of ARMA time series

DOI10.1631/jzus.A1001334zbMath1400.62187OpenAlexW2098308066MaRDI QIDQ1622413

Jeonghwa Lee, Chi-Hyuck Jun

Publication date: 19 November 2018

Published in: Journal of Zhejiang University. Science A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1631/jzus.a1001334

zbMATH Keywords

time seriesbiclusteringmaximum likelihood estimation (MLE)autoregressive moving average (ARMA)

Mathematics Subject Classification ID

Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Classification and discrimination; cluster analysis (statistical aspects) (62H30)

Cites Work

• Improved biclustering of microarray data demonstrated through systematic performance tests
• Time series clustering with ARMA mixtures
• Clustering of time series data -- a survey
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