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Copula-based segmentation of cylindrical time series
- Publication Year :
- 2019
-
Abstract
- A hidden Markov model is proposed for segmenting cylindrical time series according to a finite number of latent classes, associated with copula-based cylindrical densities. It provides a parsimonious and computationally tractable approach that integrates circular–linear correlation, multimodality and temporal auto-correlation.
- Subjects :
- Statistics and Probability
Hidden Markov model
Cylindrical data
010102 general mathematics
Wrapped Cauchy
01 natural sciences
Copula (probability theory)
010104 statistics & probability
Copula
Applied mathematics
Segmentation
Weibull
0101 mathematics
Statistics, Probability and Uncertainty
Finite set
Weibull distribution
Mathematics
Subjects
Details
- Language :
- English
- Database :
- OpenAIRE
- Accession number :
- edsair.doi.dedup.....091f076179a6611b82b383b85e587a21