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Discovering Clusters in Motion Time-Series Data

机译:在运动时间序列数据中发现群集

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摘要

A new approach is proposed for clustering time-series data. The approach can be used to discover groupings of similar object motions that were observed in a video collection. A finite mixture of hidden Markov models (HMMs) is fitted to the motion data using the expectation-maximization (EM) framework. Previous approaches for HMM-based clustering employ a k-means formulation, where each sequence is assigned to only a single HMM. In contrast, the formulation presented in this paper allows each sequence to belong to more than a single HMM with some probability, and the hard decision about the sequence class membership can be deferred until a later time when such a decision is required. Experiments with simulated data demonstrate the benefit of using this EM-based approach when there is more "overlap" in the processes generating the data. Ex-periments with real data show the promising potential of HMM-based motion clustering in a number of applications.
机译:提出了一种用于聚类时间序列数据的新方法。该方法可用于发现在视频收集中观察到的类似对象运动的分组。使用期望最大化(EM)框架,隐藏马尔可夫模型(HMMS)的有限混合物适用于运动数据。基于HMM的聚类的先前方法采用K-MeansFormulation,其中每个序列被分配给单个HMM。相反,本文呈现的制剂允许每个序列属于具有一些概率的多于单个嗯,并且可以在需要这种决定时延迟序列类成员资格的硬决定。模拟数据的实验证明了在生成数据的过程中有更多“重叠”时使用这种基于EM的方法的益处。具有实际数据的前实例显示了许多应用中基于HMM的运动聚类的有希望的潜力。

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