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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.
1

Clustering Discrete Valued Time Series

Roick, Tyler January 2017 (has links)
There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. A review of the application of thinning operators to adapt the ARMA recursion to the integer-valued case is first discussed. A class of integer-valued ARMA (INARMA) models arises from this application. Our focus falls on INteger-valued AutoRegressive (INAR) type models. The INAR type models can be used in conjunction with existing model-based clustering techniques to cluster discrete valued time series data. This approach is then illustrated with the addition of autocorrelations. With the use of a finite mixture model, several existing techniques such as the selection of the number of clusters, estimation using expectation-maximization and model selection are applicable. The proposed model is then demonstrated on real data to illustrate its clustering applications. / Thesis / Master of Science (MSc)

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