ChandruMuthuswamy / Time_series_using_Gaussian_mixturesView external linksLinks
Gaussian mixture models provide an appealing tool for time series modelling. By embedding the time series to a higher-dimensional space, the density of the points can be estimated by a mixture model. The model can directly be used for short-to-medium term forecasting and missing value imputation.
☆18Apr 29, 2024Updated last year
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