Model-based clustering for multivariate functional data - Archive ouverte HAL
Journal Articles Computational Statistics and Data Analysis Year : 2014

Model-based clustering for multivariate functional data

Julien Jacques
Cristian Preda

Abstract

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.
Fichier principal
Vignette du fichier
MultiFunclust-Jacques-Preda.pdf (1.36 Mo) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-00713334 , version 1 (29-06-2012)
hal-00713334 , version 2 (13-10-2012)

Identifiers

Cite

Julien Jacques, Cristian Preda. Model-based clustering for multivariate functional data. Computational Statistics and Data Analysis, 2014, 71, pp.92-106. ⟨10.1016/j.csda.2012.12.004⟩. ⟨hal-00713334v2⟩
622 View
3928 Download

Altmetric

Share

More