2 papers
stat.ML2019
Some Developments in Clustering Analysis on Stochastic Processes
Qidi Peng, Nan Rao, Ran Zhao
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes…
stat.ML2018
Cluster Analysis on Locally Asymptotically Self-similar Processes with Known Number of Clusters
Qidi Peng, Nan Rao, Ran Zhao
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the tru…