PCR and PLS for Clusterwise Regression on Functional Data

نویسندگان

  • Cristian Preda
  • Gilbert Saporta
  • G. Saporta
چکیده

Clusterwise regression is applied to functional data, using PCR and PLS as regularization methods for the functional linear regression model. We compare these two approaches on simulated data as well as on stock-exchange data.

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تاریخ انتشار 2007