Clusterwise PLS regression on a stochastic process
نویسندگان
چکیده
منابع مشابه
Clusterwise PLS regression on a stochastic process
In this paper we propose to use the PLS approach for clusterwise linear regression in the particular case where the set of predictor variables forms a L2-continuous stochastic process {Xt}t∈[0,T ]. We have adapted the k-means algorithm to this case and we give necessar conditions for its convergence. The results of an application of the clusterwise PLS regression to stock-exchange data are comp...
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ژورنال
عنوان ژورنال: Computational Statistics & Data Analysis
سال: 2005
ISSN: 0167-9473
DOI: 10.1016/j.csda.2004.05.002