In Interleaved HMM/DTW Approach to Robust Time Series Clustering

We introduce an approach for model-based sequence clustering that addresses several drawbacks of existing algorithms. The approach uses a combination of Hidden Markov Modeling (HMM) for sequence estimation and Dynamic Time Warping (DTW) for hierarchical clustering, with interlocking steps of model selection, estimation and sequence grouping. We demonstrate experimentally that the algorithm can effectively handle sequences of widely varying lengths, unbalanced cluster sizes, as well as robustness to outliers.

By: Jianying Hu; Bonnie Ray; Lanshan Han

Published in: RC23851 in 2006

LIMITED DISTRIBUTION NOTICE:

This Research Report is available. This report has been submitted for publication outside of IBM and will probably be copyrighted if accepted for publication. It has been issued as a Research Report for early dissemination of its contents. In view of the transfer of copyright to the outside publisher, its distribution outside of IBM prior to publication should be limited to peer communications and specific requests. After outside publication, requests should be filled only by reprints or legally obtained copies of the article (e.g., payment of royalties). I have read and understand this notice and am a member of the scientific community outside or inside of IBM seeking a single copy only.

rc23851.pdf

Questions about this service can be mailed to reports@us.ibm.com .