메뉴 건너뛰기




Volumn , Issue , 2008, Pages 3-9

A Bayesian approach to switching linear Gaussian state-space models for unsupervised time-series segmentation

Author keywords

[No Author keywords available]

Indexed keywords

APPLICATIONS; APPROXIMATION ALGORITHMS; INFERENCE ENGINES; ROBOT LEARNING; TIME SERIES; TRELLIS CODES;

EID: 60649104620     PISSN: None     EISSN: None     Source Type: Conference Proceeding    
DOI: 10.1109/ICMLA.2008.109     Document Type: Conference Paper
Times cited : (8)

References (13)
  • 1
    • 0032655279 scopus 로고    scopus 로고
    • M. Azzouzi and I. Nabney. Modelling financial time series with switching state space models. In Proceedings of the IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, pages 240-249, 1999.
    • M. Azzouzi and I. Nabney. Modelling financial time series with switching state space models. In Proceedings of the IEEE/IAFE Conference on Computational Intelligence for Financial Engineering, pages 240-249, 1999.
  • 2
    • 33845270980 scopus 로고    scopus 로고
    • Expectation correction for smoothing in switching linear Gaussian state space models
    • D. Barber. Expectation correction for smoothing in switching linear Gaussian state space models. Journal of Machine Learning Research, 7:2515-2540, 2006.
    • (2006) Journal of Machine Learning Research , vol.7 , pp. 2515-2540
    • Barber, D.1
  • 3
    • 60649095294 scopus 로고    scopus 로고
    • Unified inference for variational Bayesian linear Gaussian state-space models
    • D. Barber and S. Chiappa. Unified inference for variational Bayesian linear Gaussian state-space models. In Advances in Neural Information Processing Systems 19, pages 81-88, 2007.
    • (2007) Advances in Neural Information Processing Systems , vol.19 , pp. 81-88
    • Barber, D.1    Chiappa, S.2
  • 4
    • 60649084135 scopus 로고    scopus 로고
    • S. Chiappa. Unsupervised Bayesian time-series segmentation based on linear Gaussian state-space models. Technical Report no. 171, MPI for Biological Cybernetics, Tübingen, Germany, 2008.
    • S. Chiappa. Unsupervised Bayesian time-series segmentation based on linear Gaussian state-space models. Technical Report no. 171, MPI for Biological Cybernetics, Tübingen, Germany, 2008.
  • 5
    • 60649114230 scopus 로고    scopus 로고
    • S. Chiappa and D. Barber. Dirichlet mixtures of Bayesian linear Gaussian state-space models: a variational approach. Technical Report no. 161, MPI for Biological Cybernetics, Tubingen, Germany, 2007.
    • S. Chiappa and D. Barber. Dirichlet mixtures of Bayesian linear Gaussian state-space models: a variational approach. Technical Report no. 161, MPI for Biological Cybernetics, Tubingen, Germany, 2007.
  • 7
    • 34648840585 scopus 로고    scopus 로고
    • Cluster-based network model for time-course gene expression data
    • L. Inoue, M. Neira, C. Nelson. M. Gleave, and R. Etzioni. Cluster-based network model for time-course gene expression data. Biostatistics, 8:507-525, 2007.
    • (2007) Biostatistics , vol.8 , pp. 507-525
    • Inoue, L.1    Neira, M.2    Nelson, C.3    Gleave, M.4    Etzioni, R.5
  • 13
    • 2642545237 scopus 로고    scopus 로고
    • Y. Xiong and D.-Y. Yeung. Mixtures of ARMA models for model-based time series clustering. In Proceedings of the IEEE International Conference on Data Mining, pages 717-720, 2002.
    • Y. Xiong and D.-Y. Yeung. Mixtures of ARMA models for model-based time series clustering. In Proceedings of the IEEE International Conference on Data Mining, pages 717-720, 2002.


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.