Segmental dynamic factor analysis for time series of curves
type: Item
instance of: scholarly article
title: Segmental dynamic factor analysis for time series of curves
zbMATH Open document ID: 1384.62294
author: Allou Samé
author: Gérard Govaert
published in: Statistics and Computing
publication date: 2018-03-07T00:00:00Z
Mathematics Subject Classification ID: 62M10
Mathematics Subject Classification ID: 62M20
Mathematics Subject Classification ID: 60G50
zbMATH DE Number: 6847963
zbMATH Keywords: functional time series
zbMATH Keywords: visualization and forecasting
zbMATH Keywords: mixture of regressions
zbMATH Keywords: dynamic factor analysis
zbMATH Keywords: variational EM
zbMATH Keywords: condition monitoring
zbMATH Keywords: Gaussian random walk
describes a project that uses: astsa
describes a project that uses: fda (R)
MaRDI profile type: Publication
full work available at URL: s11222-016-9707-5
OpenAlex ID: W2529051962
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DOI: 10.1007/S11222-016-9707-5
description: scientific article; zbMATH DE number 6847963