ARMA_mixtures
Python implementation of mixture of ARMA models for soft clustering of time-series.
Reference: Xiong, Yimin, and Dit-Yan Yeung. "Mixtures of ARMA models for model-based time series clustering." 2002 IEEE International Conference on Data Mining, 2002. Proceedings.. IEEE, 2002.
Paper: https://ieeexplore.ieee.org/abstract/document/1184037/