{"id":"https://openalex.org/W2053851714","doi":"https://doi.org/10.1145/1330598.1330660","title":"Approximate parameter estimation for mixtures of vector autoregressive stationary time series models","display_name":"Approximate parameter estimation for mixtures of vector autoregressive stationary time series models","publication_year":2007,"publication_date":"2007-01-01","ids":{"openalex":"https://openalex.org/W2053851714","doi":"https://doi.org/10.1145/1330598.1330660","mag":"2053851714"},"language":"en","primary_location":{"id":"doi:10.1145/1330598.1330660","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1330598.1330660","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2007 international conference on Computer systems and technologies  - CompSysTech '07","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5011234009","display_name":"Dimiter Petrov","orcid":null},"institutions":[{"id":"https://openalex.org/I196275078","display_name":"St. Cyril and St. Methodius University of Veliko Tarnovo","ror":"https://ror.org/027n8z047","country_code":"BG","type":"education","lineage":["https://openalex.org/I196275078"]}],"countries":["BG"],"is_corresponding":true,"raw_author_name":"Dimiter Petrov","raw_affiliation_strings":["University of Veliko Tarnovo"],"affiliations":[{"raw_affiliation_string":"University of Veliko Tarnovo","institution_ids":["https://openalex.org/I196275078"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5008929992","display_name":"Dimiter Tsvetkov","orcid":"https://orcid.org/0000-0002-0404-5906"},"institutions":[{"id":"https://openalex.org/I297557266","display_name":"Vasil Levski National Military University","ror":"https://ror.org/00a9b0g29","country_code":"BG","type":"education","lineage":["https://openalex.org/I297557266"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Dimiter Tsvetkov","raw_affiliation_strings":["National Military University \"Vasil Levski\"","National Military University Vasil Levski"],"affiliations":[{"raw_affiliation_string":"National Military University \"Vasil Levski\"","institution_ids":["https://openalex.org/I297557266"]},{"raw_affiliation_string":"National Military University Vasil Levski","institution_ids":["https://openalex.org/I297557266"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5030601083","display_name":"Lyubomir Hristov","orcid":"https://orcid.org/0000-0002-7615-0537"},"institutions":[{"id":"https://openalex.org/I196275078","display_name":"St. Cyril and St. Methodius University of Veliko Tarnovo","ror":"https://ror.org/027n8z047","country_code":"BG","type":"education","lineage":["https://openalex.org/I196275078"]}],"countries":["BG"],"is_corresponding":false,"raw_author_name":"Lyubomir Hristov","raw_affiliation_strings":["University of Veliko Tarnovo \"St. st. Cyril and Methodius\", Veliko Tarnovo","University of Veliko Tarnovo St. st. Cyril and Methodius, Veliko Tarnovo"],"affiliations":[{"raw_affiliation_string":"University of Veliko Tarnovo \"St. st. Cyril and Methodius\", Veliko Tarnovo","institution_ids":["https://openalex.org/I196275078"]},{"raw_affiliation_string":"University of Veliko Tarnovo St. st. Cyril and Methodius, Veliko Tarnovo","institution_ids":["https://openalex.org/I196275078"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5011234009"],"corresponding_institution_ids":["https://openalex.org/I196275078"],"apc_list":null,"apc_paid":null,"fwci":0.0,"has_fulltext":false,"cited_by_count":0,"citation_normalized_percentile":{"value":0.08958832,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":null,"biblio":{"volume":null,"issue":null,"first_page":"1","last_page":"1"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9800999760627747,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T11901","display_name":"Bayesian Methods and Mixture Models","score":0.9800999760627747,"subfield":{"id":"https://openalex.org/subfields/1702","display_name":"Artificial Intelligence"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/autoregressive-model","display_name":"Autoregressive model","score":0.8140159845352173},{"id":"https://openalex.org/keywords/star-model","display_name":"STAR model","score":0.7229757308959961},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.7193666696548462},{"id":"https://openalex.org/keywords/nonlinear-autoregressive-exogenous-model","display_name":"Nonlinear autoregressive exogenous model","score":0.5986605286598206},{"id":"https://openalex.org/keywords/estimation","display_name":"Estimation","score":0.574819028377533},{"id":"https://openalex.org/keywords/time-series","display_name":"Time series","score":0.572931170463562},{"id":"https://openalex.org/keywords/estimation-theory","display_name":"Estimation theory","score":0.4925256669521332},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.4910004436969757},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.4905630946159363},{"id":"https://openalex.org/keywords/setar","display_name":"SETAR","score":0.48721498250961304},{"id":"https://openalex.org/keywords/autoregressive-integrated-moving-average","display_name":"Autoregressive integrated moving average","score":0.442417711019516},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.3883439004421234},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.3267042636871338},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.261944055557251},{"id":"https://openalex.org/keywords/machine-learning","display_name":"Machine learning","score":0.1610100269317627},{"id":"https://openalex.org/keywords/engineering","display_name":"Engineering","score":0.10563567280769348},{"id":"https://openalex.org/keywords/geology","display_name":"Geology","score":0.0562477707862854}],"concepts":[{"id":"https://openalex.org/C159877910","wikidata":"https://www.wikidata.org/wiki/Q2202883","display_name":"Autoregressive model","level":2,"score":0.8140159845352173},{"id":"https://openalex.org/C194657046","wikidata":"https://www.wikidata.org/wiki/Q7394685","display_name":"STAR model","level":4,"score":0.7229757308959961},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.7193666696548462},{"id":"https://openalex.org/C42536954","wikidata":"https://www.wikidata.org/wiki/Q7049462","display_name":"Nonlinear autoregressive exogenous model","level":3,"score":0.5986605286598206},{"id":"https://openalex.org/C96250715","wikidata":"https://www.wikidata.org/wiki/Q965330","display_name":"Estimation","level":2,"score":0.574819028377533},{"id":"https://openalex.org/C151406439","wikidata":"https://www.wikidata.org/wiki/Q186588","display_name":"Time series","level":2,"score":0.572931170463562},{"id":"https://openalex.org/C167928553","wikidata":"https://www.wikidata.org/wiki/Q1376021","display_name":"Estimation theory","level":2,"score":0.4925256669521332},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.4910004436969757},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.4905630946159363},{"id":"https://openalex.org/C30795276","wikidata":"https://www.wikidata.org/wiki/Q7389877","display_name":"SETAR","level":5,"score":0.48721498250961304},{"id":"https://openalex.org/C24338571","wikidata":"https://www.wikidata.org/wiki/Q2566298","display_name":"Autoregressive integrated moving average","level":3,"score":0.442417711019516},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.3883439004421234},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.3267042636871338},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.261944055557251},{"id":"https://openalex.org/C119857082","wikidata":"https://www.wikidata.org/wiki/Q2539","display_name":"Machine learning","level":1,"score":0.1610100269317627},{"id":"https://openalex.org/C127413603","wikidata":"https://www.wikidata.org/wiki/Q11023","display_name":"Engineering","level":0,"score":0.10563567280769348},{"id":"https://openalex.org/C127313418","wikidata":"https://www.wikidata.org/wiki/Q1069","display_name":"Geology","level":0,"score":0.0562477707862854},{"id":"https://openalex.org/C201995342","wikidata":"https://www.wikidata.org/wiki/Q682496","display_name":"Systems engineering","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1145/1330598.1330660","is_oa":false,"landing_page_url":"https://doi.org/10.1145/1330598.1330660","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Proceedings of the 2007 international conference on Computer systems and technologies  - CompSysTech '07","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":2,"referenced_works":["https://openalex.org/W2125838338","https://openalex.org/W3146166473"],"related_works":["https://openalex.org/W4320078083","https://openalex.org/W1988789713","https://openalex.org/W1611117054","https://openalex.org/W4238343629","https://openalex.org/W2019155478","https://openalex.org/W3123153965","https://openalex.org/W304218021","https://openalex.org/W4366145459","https://openalex.org/W4287185323","https://openalex.org/W2111126525"],"abstract_inverted_index":{"Here":[0,32],"we":[1],"consider":[2],"a":[3,16],"mixture":[4,11],"of":[5,19],"autoregressive":[6,22],"time":[7],"series":[8],"models.":[9],"This":[10],"can":[12],"be":[13],"considered":[14],"as":[15],"peculiar":[17],"simplification":[18],"the":[20,33,39,44,50,66],"classical":[21,40],"model":[23],"with":[24],"changes":[25],"in":[26,38],"regime":[27],"introduced":[28],"by":[29],"Hamilton":[30],"[1].":[31],"mathematics":[34],"is":[35],"easier":[36],"than":[37],"case":[41,63],"based":[42],"on":[43],"Hidden":[45],"Markov":[46],"Model":[47],"technology":[48],"therefore":[49],"calculations":[51],"are":[52],"more":[53],"quick":[54],"and":[55],"stable.":[56],"Our":[57],"numerical":[58],"experiments":[59],"show":[60],"almost":[61],"perfect":[62],"identification":[64],"for":[65],"simulated":[67],"data.":[68]},"counts_by_year":[],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
