Copula-based segmentation of cylindrical time series

被引：7
|
作者：
Lagona, Francesco [1 ]
机构：
[1] Univ Roma Tre, Via G Chiabrera 199, I-00145 Rome, Italy
来源：
STATISTICS & PROBABILITY LETTERS | 2019年 / 144卷
关键词：
Cylindrical data; Copula; Hidden Markov model; Wrapped Cauchy; Weibull;
D O I：
10.1016/j.spl.2018.04.011
中图分类号：
O21 [概率论与数理统计]; C8 [统计学];
学科分类号：
020208 ; 070103 ; 0714 ;
摘要：
A hidden Markov model is proposed for segmenting cylindrical time series according to a finite number of latent classes, associated with copula-based cylindrical densities. It provides a parsimonious and computationally tractable approach that integrates circular-linear correlation, multimodality and temporal auto-correlation. (C) 2018 Elsevier B.V. All rights reserved.
引用
收藏
页码：16 / 22
页数：7
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