Clusterwise PLS regression on a stochastic process
Preda, Cristian ; Saporta, Gilbert
HAL, hal-01124745 / Harvested from HAL
Text on HAL
In this paper we propose to use the PLS approach for clusterwise linear regression in the particular case where the set of predictor variables forms a L2-continuous stochastic process . We have adapted the k-means algorithm to this case and we give necessar conditions for its convergence.The results of an application of the clusterwise PLS regression to stock-exchange data are compared with those obtained by other methods.
Publié le : 2002-01-01
Classification:  [INFO]Computer Science [cs],  [MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] 
@article{hal-01124745,
     author = {Preda, Cristian and Saporta, Gilbert},
     title = {Clusterwise PLS regression on a stochastic process},
     journal = {HAL},
     volume = {2002},
     number = {0},
     year = {2002},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-01124745}
}

Preda, Cristian; Saporta, Gilbert. Clusterwise PLS regression on a stochastic process. HAL, Tome 2002 (2002) no. 0, . http://gdmltest.u-ga.fr/item/hal-01124745/