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 tim...
A linear multivariate measurement error model AX = B is considered. The errors in A B are row-wise finite dependent, and within each row, the errors may be correlated. Some of th...
Alexander Kukush, Ivan Markovsky, Sabine Van Huffe...
Abstract. This paper addresses the clustering problem of hidden dynamical systems behind observed multivariate sequences by assuming an interval-based temporal structure in the seq...
In spite of the initialization problem, the ExpectationMaximization (EM) algorithm is widely used for estimating the parameters in several data mining related tasks. Most popular ...
Chandan K. Reddy, Hsiao-Dong Chiang, Bala Rajaratn...