Assistant Professor at the University of Groningen
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University of Groningen
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ClusterVAR
ClusterVAR PublicEstimates latent class vector-autoregressive models via EM algorithm on time-series data for model-based clustering and classification. Includes model selection criteria for selecting the number of…
R 1
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MasterThesis
MasterThesis PublicProbabilistic Time Series Clustering by Vector Autoregressive Metric - R code
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