A Dynamic HMM for Online Segmentation
published: Jan. 19, 2010, recorded: December 2009, views: 5025
Report a problem or upload filesIf you have found a problem with this lecture or would like to send us extra material, articles, exercises, etc., please use our ticket system to describe your request and upload the data.
Enter your e-mail into the 'Cc' field, and we will keep you updated with your request's status.
We propose a novel method for the analysis of sequential data that exhibits an inherent mode switching. In particular, the data might be a non-stationary time series from a dynamical system that switches between multiple operating modes. Unlike other approaches, our method processes the data incrementally and without any training of internal parameters. We use an HMM with a dynamically changing number of states and an on-line variant of the Viterbi algorithm that performs an unsupervised segmentation and classification of the data on-the-y, i.e. the method is able to process incoming data in real-time. The main idea of the approach is to track and segment changes of the probability density of the data in a sliding window on the incoming data stream. The usefulness of the algorithm is demonstrated by an application to a switching dynamical system.
Link this pageWould you like to put a link to this lecture on your homepage?
Go ahead! Copy the HTML snippet !