Temporally-Reweighted Chinese Restaurant Process Mixtures for Clustering, Imputing, and Forecasting Multivariate Time Series.
Feras SaadVikash MansinghkaPublished in: AISTATS (2018)
Keyphrases
- multivariate time series
- phase space reconstruction
- chinese restaurant process
- multivariate time series data
- categorical data
- clustering algorithm
- temporal patterns
- temporal information
- cluster analysis
- dimension reduction
- sampling algorithm
- spatial structure
- missing values
- clustering method
- mixture model
- spatio temporal
- autoregressive
- data points
- k means
- pairwise
- data analysis