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[PS02a] Clusterwise PLS regression on a stochastic process
Conférence Internationale avec comité de lecture : COMPSTAT 2002, January 2002,
motcle:
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.
Commentaires:
15th Conference on Computational Statistics, Berlin, 25-28 aout
BibTeX
| @inproceedings { | |||
| PS02a, | |||
| title | = | "{Clusterwise PLS regression on a stochastic process}", | |
| author | = | " C. Preda and G. Saporta ", | |
| booktitle | = | "{COMPSTAT 2002}", | |
| year | = | 2002, | |
| month | = | "January", | |
| note | = | "{15th Conference on Computational Statistics, Berlin, 25-28 aout}", | |
| } | |||
