LIBROS DEL AUTOR: christoph pamminger

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  • Bayesian Clustering of Categorical Time Series
    Christoph Pamminger
    In many areas of applied statistics like economics or finance it is often desirable to find groups of similar time series in a set or panel of time series. Therefore, clustering techniques are required to determine subsets of similar time series. While distance-based clustering methods cannot easily be extended to time series data, model-based clustering based on finite mixture...
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