Last modified: 2024-06-03
Abstract
We propose a method for clustering multivariate functional linear regression data. Our approach extends multivariate cluster weighted models \cite{DangPunzoMcNicholasIngrassiaBrowne:2017} to functional data with multivariate functional response and predictors, based on the ideas used by the funHDDC method \cite{SchmutzJacquesBouveyronChezeMartin:2020}. To add model flexibility, we consider several two-component parsimonious models by combining the parsimonious models used for funHDDC with the Gaussian parsimonious clustering models family in \cite{CeleuxGovaert:1995}. Parameter estimation is carried out within the expectation maximization (EM) algorithm framework. The proposed method outperforms funHDDC on simulated and real-world data.
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