Model-based clustering for multivariate ...
Type de document :
Article dans une revue scientifique
URL permanente :
Titre :
Model-based clustering for multivariate functional data
Auteur(s) :
Titre de la revue :
Computational Statistics and Data Analysis
Numéro :
71
Pagination :
92-106
Éditeur :
Elsevier
Date de publication :
2014-06-01
ISSN :
0167-9473
Mot(s)-clé(s) :
Multivariate functional data
Density approximation
Model-based clustering
Multivariate functional principal component analysis
EM algorithm
Density approximation
Model-based clustering
Multivariate functional principal component analysis
EM algorithm
Discipline(s) HAL :
Mathématiques [math]/Statistiques [math.ST]
Résumé en anglais : [en]
This paper proposes the first model-based clustering algorithm for multivariate functional data. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, {based on the ...
Lire la suite >This paper proposes the first model-based clustering algorithm for multivariate functional data. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, {based on the assumption of normality of the principal components}, is defined and estimated by an EM-like algorithm. The main advantage of the proposed model is its ability to take into account the dependence among curves. Results on simulated and real datasets show the efficiency of the proposed method.Lire moins >
Lire la suite >This paper proposes the first model-based clustering algorithm for multivariate functional data. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, {based on the assumption of normality of the principal components}, is defined and estimated by an EM-like algorithm. The main advantage of the proposed model is its ability to take into account the dependence among curves. Results on simulated and real datasets show the efficiency of the proposed method.Lire moins >
Langue :
Anglais
Audience :
Internationale
Vulgarisation :
Non
Établissement(s) :
CNRS
Université de Lille
Université de Lille
Date de dépôt :
2020-06-08T14:11:37Z