Mixture Models for Prediction from Time Series, with Application to Energy Use Data
(2017)
Journal Article
Qarmalah, N. M., Einbeck, J., & Coolen, F. P. (2017). Mixture Models for Prediction from Time Series, with Application to Energy Use Data. Archives of data science. Series A, 2(1), 1-15. https://doi.org/10.5445/ksp/1000058749/07
This paper aims to use mixture models to produce predictions from time series data. Given data of the form (ti, yi), i = 1, . . . , T , we propose a mix- ture model localized at time point tT with the k-th component as yi = mk (ti) + εik with mixing... Read More about Mixture Models for Prediction from Time Series, with Application to Energy Use Data.