Segmentation of High Dimensional Time-Series Data Using Mixture of Sparse Principal Component Regression Model with Information Complexity

Segmentation of High Dimensional Time-Series Data Using Mixture of Sparse Principal Component Regression Model with Information Complexity

This paper presents a new and novel hybrid modeling method for the segmentation of high dimensional time-series data using the mixture of the sparse principal components regression (<i>MIX-SPCR</i>) model with information complexity (<inline-formula><math display="inline&qu...

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Bibliographic Details
Main Authors: Yaojin Sun, Hamparsum Bozdogan
Format: Article
Language:English
Published: MDPI AG 2020-10-01
Series:Entropy
Subjects:
high dimensional time-series
segmentation
mixture regression
sparse PCA
entropy-based robust EM
information complexity criteria
Online Access:https://www.mdpi.com/1099-4300/22/10/1170

Internet

https://www.mdpi.com/1099-4300/22/10/1170

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