Autoregressive mixture models for clustering time series
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Publication:6134638
DOI10.1111/jtsa.12644arXiv2006.16539OpenAlexW4214651176MaRDI QIDQ6134638
Publication date: 22 August 2023
Published in: Journal of Time Series Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2006.16539
Wishart distributionexpectation-maximizationtime series clusteringYule-Walkerlatent variable modelling
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