@inproceedings{7721cdc1c4294049b4020e3d08463fc6,
title = "A model for non-stationary time series analysis with clustering methods",
abstract = "The object of this paper is to present a model of non-stationary time series generated by switching between a finite number of random processes and to apply clustering algorithms to the task of estimating the model{\textquoteright}s parameters. We will also analyze the parameters which govern the algorithm{\textquoteright}s behavior to infer a novel cluster validity criterion for fuzzy clustering algorithms of temporal patterns. The model defines a non-stationary composite source generated by randomly switching between elements of a finite number of random processes. The probability distribution which underlies the behavior of the switch is controlled by a temporal parameter vector process which is used to determine a different switching probability in each time instant. This definition allows us to analyze a drift between disjoint states of the composite model.",
keywords = "Fuzzy clustering, Temporal pattern recognition, Time series analysis",
author = "Shai Policker and Geva, {Amir B.}",
note = "Publisher Copyright: {\textcopyright} Springer-Verlag Berlin Heidelberg 1998.; 7th Joint IAPR International Workshop on Structural and Syntactic Pattern Recognition, SSPR 1998 and 2nd International Workshop on Statistical Techniques in Pattern Recognition, SPR 1998 ; Conference date: 11-08-1998 Through 13-08-1998",
year = "1998",
month = jan,
day = "1",
doi = "10.1007/bfb0033289",
language = "English",
isbn = "3540648585",
series = "Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)",
publisher = "Springer Verlag",
pages = "649--657",
editor = "Adnan Amin and Dov Dori and Pavel Pudil and Herbert Freeman",
booktitle = "Advances in Pattern Recognition - Joint IAPR International Workshops SSPR 1998 and SPR 1998, Proceedings",
address = "Germany",
}