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Description
  • The joint segmentation of multiple series is considered. A mixed linear model is used to account for both covariates and correlations between signals. An estimation algorithm based on EM which involves a new dynamic programming strategy for the segmentation step is proposed. The computational efficiency of this procedure is shown and its performance is assessed through simulation experiments. Applications are presented in the field of climatic data analysis.
  • The joint segmentation of multiple series is considered. A mixed linear model is used to account for both covariates and correlations between signals. An estimation algorithm based on EM which involves a new dynamic programming strategy for the segmentation step is proposed. The computational efficiency of this procedure is shown and its performance is assessed through simulation experiments. Applications are presented in the field of climatic data analysis. (en)
Title
  • Joint segmentation of multivariate Gaussian processes using mixed linear models.
  • Joint segmentation of multivariate Gaussian processes using mixed linear models. (en)
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  • Joint segmentation of multivariate Gaussian processes using mixed linear models.
  • Joint segmentation of multivariate Gaussian processes using mixed linear models. (en)
skos:notation
  • RIV/00216224:14110/11:00051559!RIV12-MSM-14110___
http://linked.open...avai/predkladatel
http://linked.open...avai/riv/aktivita
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  • I
http://linked.open...iv/cisloPeriodika
  • 2
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
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  • 206603
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  • RIV/00216224:14110/11:00051559
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  • Segmentation; Mixed linear model; Multivariate Gaussian process; Dynamic programming; EM algorithm (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • GB - Spojené království Velké Británie a Severního Irska
http://linked.open...ontrolniKodProRIV
  • [80BA4877182F]
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  • Computational Statistics & Data Analysis
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  • 55
http://linked.open...iv/tvurceVysledku
  • Budinská, Eva
  • Lebarbier, Emily
  • Picard, Franck
  • Robin, Stephane
http://linked.open...ain/vavai/riv/wos
  • 000284976600019
issn
  • 0167-9473
number of pages
http://bibframe.org/vocab/doi
  • 10.1016/j.csda.2010.09.015
http://localhost/t...ganizacniJednotka
  • 14110
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