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Clustering Mixture Models - Python

andrew.f
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Hi,

 

I am looking into creating a mixture model based on the Generalised Extreme Value distribution (GEV).

As opposed to a Gaussian Mixture Model, which is very popular and a Google search can help with most issues, creating a GEV mixture model is proving to be very difficult for me. I am not overly experienced in using Python, any analysis I've done to date was carried out using MATLAB, but for a number of reasons using Python makes more sense for this project.

 

If anyone has any experience creating mixture models or clustering in general (It doesn't have to be GEV) I would really appreciate any advice you may have.

 

 

The dataset I will be using is time-series data.

 

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