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| HAL : hal-00713334, version 2 |
| Fiche détaillée |  Récupérer au format |
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| Versions disponibles : | v1 (30-06-2012) | v2 (13-10-2012) |
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| Model-based clustering for multivariate functional data |
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| Julien Jacques 1, 2Cristian Preda 1, 2 |
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| (10/10/2012) |
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| This paper proposes the first model-based clustering algorithm for multivariate functional data. After introducing multivariate functional principal components analysis (MFPCA), a parametric mixture model, {based on the assumption of normality of the principal components}, is defined and estimated by an EM-like algorithm. The main advantage of the proposed model is its ability to take into account the dependence among curves. Results on simulated and real datasets show the efficiency of the proposed method. |
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| 1 : | Laboratoire Paul Painlevé (LPP) |
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CNRS : UMR8524 – Université Lille I - Sciences et technologies |
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| 2 : | MODAL (INRIA Lille - Nord Europe) |
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INRIA |
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| Domaine | : | Mathématiques/Statistiques Statistiques/Théorie |
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| Multivariate functional data – density approximation – model-based clustering – multivariate functional principal component analysis – EM algorithm |
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| Liste des fichiers attachés à ce document : | |||||
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| hal-00713334, version 2 | |
| http://hal.archives-ouvertes.fr/hal-00713334 | |
| oai:hal.archives-ouvertes.fr:hal-00713334 | |
| Contributeur : Julien Jacques | |
| Soumis le : Samedi 13 Octobre 2012, 10:56:02 | |
| Dernière modification le : Samedi 13 Octobre 2012, 12:55:54 | |
