Time series clustering with ARMA mixtures.
Yimin XiongDit-Yan YeungPublished in: Pattern Recognit. (2004)
Keyphrases
- mixture model
- mixtures of gaussians
- discrete data
- factor analyzers
- autoregressive moving average
- monte carlo simulation
- blind source separation
- real world
- dirichlet processes
- expectation maximization
- moving average
- gaussian mixture
- monte carlo
- real time
- non stationary
- probabilistic model
- artificial neural networks
- multiscale
- data sets