State space time series clustering using discrepancies based on the Kullback-Leibler information and the Mahalanobis distance
In this thesis, we consider the clustering of time series data; specifically, time series that can be modeled in the state space framework. Of primary focus is the pairwise discrepancy between two state space time series. The state space model can be formulated in terms of two equations: the state e...
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| Format: | Others |
| Language: | English |
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University of Iowa
2012
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| Online Access: | https://ir.uiowa.edu/etd/3455 https://ir.uiowa.edu/cgi/viewcontent.cgi?article=3456&context=etd |