期刊论文详细信息
Statistical Analysis and Data Mining | |
Model‐based clustering of regression time series data via APECM—an AECM algorithm sung to an even faster beat | |
WeiChen Chen2  Ranjan Maitra3  | |
[1] 1210, USA;Computer Science and Mathematics Division, Oak Ridge National Laboratory, Oak Ridge, TN 37831, USA;Department of Statistics, Iowa State University, Ames, IA 50011‐ | |
关键词: APECM; mutual funds; EM algorithm; finite mixture model; model‐; based clustering; autoregressive model; | |
DOI : 10.1002/sam.10143 | |
学科分类:社会科学、人文和艺术(综合) | |
来源: John Wiley & Sons, Inc. | |