Covariate-guided Bayesian mixture model for multivariate time series

1 code implementation • 3 Jan 2023 • Haoyi Fu, Lu Tang, Ori Rosen, Alison E. Hipwell, Theodore J. Huppert, Robert T. Krafty

In this paper, we propose a group-based method to cluster a collection of multivariate time series via a Bayesian mixture of smoothing splines.

Time Series Time Series Analysis