A Bayesian nonparametric approach for time series clustering

Bayesian Analysis

Volumn 9, Issue 1, 2014, Pages 147-170

  Nieto Barajas, Luis E ^a   Contreras Cristán, Alberto ^b  

^a INSTITUTO TECNOLÓGICO AUTÓNOMO DE MÉXICO   (Mexico)

^b UNIVERSIDAD NACIONAL AUTÓNOMA DE MÉXICO   (Mexico)

Author keywords

Bayes nonparametrics; Dynamic linear model; Model based clustering; Pitman Yor process; Time series analysis

Indexed keywords

EID: 84896538038     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/13-BA852     Document Type: Article

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