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.
Domains
Statistics [math.ST]Origin | Files produced by the author(s) |
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