Matryoshka: A HMM based temporal data clustering methodology for modeling system dynamics

Cen Li, Gautam Biswas, Mike B. Dale, Pat E. R. Dale · Intelligent Data Analysis · 2002

This paper discusses a temporal data clustering system that is based on the Hidden Markov Model(HMM) methodology. The proposed methodology improves upon existing HMM clustering methods in two ways. First, an explicit HMM model size selection procedur

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