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.
Lagona, F. (2019). Copula-based segmentation of cylindrical time series. STATISTICS & PROBABILITY LETTERS, 144, 16-22 [10.1016/j.spl.2018.04.011].
Titolo: | Copula-based segmentation of cylindrical time series | |
Autori: | LAGONA, Francesco (Corresponding) | |
Data di pubblicazione: | 2019 | |
Rivista: | ||
Citazione: | Lagona, F. (2019). Copula-based segmentation of cylindrical time series. STATISTICS & PROBABILITY LETTERS, 144, 16-22 [10.1016/j.spl.2018.04.011]. | |
Abstract: | 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. | |
Handle: | http://hdl.handle.net/11590/335443 | |
Appare nelle tipologie: | 1.1 Articolo in rivista |
File in questo prodotto:
Non ci sono file associati a questo prodotto.
I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.