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Communication Dans Un Congrès Année : 2002

Clusterwise PLS regression on a stochastic process

Résumé

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.
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Dates et versions

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

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  • HAL Id : hal-01124745 , version 1

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

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