2 papers
stat.ML2017
Robust Clustering for Time Series Using Spectral Densities and Functional Data Analysis
Diego Rivera-García, Luis Angel García-Escudero, Agustín Mayo-Iscar +1
In this work a robust clustering algorithm for stationary time series is proposed. The algorithm is based on the use of estimated spectral densities, which are considered as functi…
stat.ME2015
Robust estimation of mixtures of regressions with random covariates, via trimming and constraints
L. A. Garcia-Escudero, A. Gordaliza, F. Greselin +2
A robust estimator for a wide family of mixtures of linear regression is presented. Robustness is based on the joint adoption of the Cluster Weighted Model and of an estimator base…