arXiv · 1004.1982
State-Space Dynamics Distance for Clustering Sequential Data
Abstract
This paper proposes a novel similarity measure for clustering sequential data. We first construct a common state-space by training a single probabilistic model with all the sequences in order to get a unified representation for the dataset. Then, distances are obtained attending to the transition matrices induced by each sequence in that state-space. This approach solves some of the usual overfitting and scalability issues of the existing semi-parametric techniques, that rely on training a model for each sequence. Empirical studies on both synthetic and real-world datasets illustrate the advantages of the proposed similarity measure for clustering sequences.
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Darío García-García, Emilio Parrado-Hernández, Fernando Díaz-de-María. 2010-04-09. State-Space Dynamics Distance for Clustering Sequential Data. https://arxiv.org/abs/1004.1982
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