Skip to Main content Skip to Navigation
Conference papers

Clusterwise PLS regression on a stochastic process

Abstract : 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 . 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 compared with those obtained by other methods.
Complete list of metadatas

Cited literature [12 references]  Display  Hide  Download

https://hal.archives-ouvertes.fr/hal-01124745
Contributor : Laboratoire Cedric <>
Submitted on : Monday, March 23, 2020 - 6:00:38 PM
Last modification on : Friday, March 27, 2020 - 1:16:25 AM

File

RC404.pdf
Files produced by the author(s)

Identifiers

  • HAL Id : hal-01124745, version 1

Collections

Citation

Cristian Preda, Gilbert Saporta. Clusterwise PLS regression on a stochastic process. COMPSTAT 2002, Aug 2002, Berlin, Germany. ⟨hal-01124745⟩

Share

Metrics

Record views

90

Files downloads

33