Time series clustering with ARMA mixtures

Pattern Recognition

Volumn 37, Issue 8, 2004, Pages 1675-1689

  Xiong, Yimin ^a   Yeung, Dit Yan ^a  

^a HONG KONG UNIVERSITY OF SCIENCE AND TECHNOLOGY   (Hong Kong)

Author keywords

ARMA model; EM algorithm; Mixture model; Model based clustering; Time series analysis

Indexed keywords

ALGORITHMS; COMPUTER SIMULATION; DATA MINING; DATA REDUCTION; MATHEMATICAL MODELS; REGRESSION ANALYSIS; TIME SERIES ANALYSIS;

DATA PATTERNS; KNOWLEDGE DISCOVERY; TIME SERIES CLUSTERING;

PATTERN RECOGNITION;

DATA PROCESSING;

EID: 2642570831     PISSN: 00313203     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.patcog.2003.12.018     Document Type: Article

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