Hidden Markov models assume that observations in time series data stem from some hidden process that can be compactly represented as a Markov chain. We generalize this model by as...
Time series prediction is an important issue in a wide range of areas. There are various real world processes whose states vary continuously, and those processes may have influenc...
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...
In this paper, we propose a novel and general approach for time-series data mining. As an alternative to traditional ways of designing specific algorithm to mine certain kind of ...
Yi Wang, Lizhu Zhou, Jianhua Feng, Jianyong Wang, ...
Neural activity is non-stationary and varies across time. Hidden Markov Models (HMMs) have been used to track the state transition among quasi-stationary discrete neural states. W...
Kentaro Katahira, Jun Nishikawa, Kazuo Okanoya, Ma...