Common clustering techniques include k-means, Gaussian mixture model, density-based and spectral. This article explains how to implement Gaussian mixture model (GMM) clustering from scratch using the ...

We generalize the Gaussian mixture transition distribution (GMTD) model introduced by Le and co-workers to the mixture autoregressive (MAR) model for the modelling of non-linear time series. The ...

A multivariate generalized autoregressive conditional heteroscedasticity model with dynamic conditional correlations is proposed, in which the individual conditional volatilities follow exponential ...