Clusterwise PLS regression on a stochastic process - Archive ouverte HAL Access content directly
Conference Papers Year : 2002

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.
Fichier principal
Vignette du fichier
RC404.pdf (133.15 Ko) Télécharger le fichier
Origin Files produced by the author(s)
Loading...

Dates and versions

hal-01124745 , version 1 (23-03-2020)

Identifiers

  • HAL Id : hal-01124745 , version 1

Cite

Cristian Preda, Gilbert Saporta. Clusterwise PLS regression on a stochastic process. COMPSTAT 2002. 15th Conference on Computational Statistics, Aug 2002, Berlin, Germany. ⟨hal-01124745⟩

Collections

CNAM CEDRIC-CNAM
53 View
182 Download

Share

Gmail Mastodon Facebook X LinkedIn More