Multivariate Clustering by Dynamics
Abstract
We present a Bayesian clustering algorithm for multivariate time series. A clustering is regarded as a probabilistic model in which the unknown auto-correlation structure of a time series is approximated by a first order Markov Chain and the overall joint distribution of the variables is simplified by conditional independence assumptions. The algorithm searches for the most probable set of clusters given the data using a entropy-based heuristic search method. The algorithm is evaluated on a set of multivariate time series of propositions produced by the perceptual system of a mobile robot.
Cite
Text
Ramoni et al. "Multivariate Clustering by Dynamics." AAAI Conference on Artificial Intelligence, 2000.Markdown
[Ramoni et al. "Multivariate Clustering by Dynamics." AAAI Conference on Artificial Intelligence, 2000.](https://mlanthology.org/aaai/2000/ramoni2000aaai-multivariate/)BibTeX
@inproceedings{ramoni2000aaai-multivariate,
title = {{Multivariate Clustering by Dynamics}},
author = {Ramoni, Marco and Sebastiani, Paola and Cohen, Paul R.},
booktitle = {AAAI Conference on Artificial Intelligence},
year = {2000},
pages = {633-638},
url = {https://mlanthology.org/aaai/2000/ramoni2000aaai-multivariate/}
}