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    Analysis of circular data in the dynamic model and mixture of von Mises distributions

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    LAN-MASTERSREPORT-2013.pdf (959.5Kb)
    Date
    2013-05
    Author
    Lan, Tian, active 2013
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    Abstract
    Analysis of circular data becomes more and more popular in many fields of studies. In this report, I present two statistical analysis of circular data using von Mises distributions. Firstly, the maximization-expectation algorithm is reviewed and used to classify and estimate circular data from the mixture of von Mises distributions. Secondly, Forward Filtering Backward Smoothing method via particle filtering is reviewed and implemented when circular data appears in the dynamic state-space models.
    Department
    Statistics
    Description
    text
    Subject
    Circular data
    Von Mises distribution
    Mixture of distributions
    Time series
    Dynamic model
    Expectation-maximization algorithm
    Particle filter
    URI
    http://hdl.handle.net/2152/22608
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