A descriptive method to evaluate the number of regimes in a switching autoregressive model

Neural Networks

Volumn 19, Issue 6-7, 2006, Pages 963-972

  Olteanu, Madalina ^a  

^a University Paris I Sorbonne Panthéon   (France)

Author keywords

Hierarchical clustering; SOM; Switching autoregressive models; Ward distance

Indexed keywords

COMPUTER SIMULATION; DATA ACQUISITION; MATHEMATICAL MODELS; PROBLEM SOLVING; SWITCHING SYSTEMS; TIME SERIES ANALYSIS;

HIERARCHICAL CLUSTERING; SOM; SWITCHING AUTOREGRESSIVE MODELS; WARD DISTANCE;

REGRESSION ANALYSIS;

ALGORITHM; ARTICLE; CLUSTER ANALYSIS; ERROR; EVALUATION; MODEL; PRIORITY JOURNAL; PROBABILITY; SIMULATION; SWITCHING AUTOREGRESSIVE MODEL; TIME SERIES ANALYSIS;

ALGORITHMS; ANIMALS; CLUSTER ANALYSIS; HUMANS; MARKOV CHAINS; MODELS, BIOLOGICAL; MODELS, STATISTICAL; TIME FACTORS;

EID: 33746641288     PISSN: 08936080     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.neunet.2006.05.019     Document Type: Article

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