https://github.com/aysunrhn/mhmmr_matlab
Segmentation of multivariate time series with a Multiple Hidden Markov Model Regression (MHMMR)
Science Score: 13.0%
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Segmentation of multivariate time series with a Multiple Hidden Markov Model Regression (MHMMR)
Basic Info
- Host: GitHub
- Owner: aysunrhn
- Language: MATLAB
- Default Branch: master
- Size: 94.7 KB
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Fork of fchamroukhi/MHMMR_m
Created about 7 years ago
· Last pushed over 7 years ago
https://github.com/aysunrhn/MHMMR_Matlab/blob/master/
MHMMR
Matlab/Octave code for the segmentation of multivariate time series with a Multiple Hidden Markov Model Regression (MHMMR).
Multiple Hidden Markov Model Regression (HMMR) for the segmentation of multivariate time series
with regime changes. The model assumes that the time series is
governed by a sequence of hidden discrete regimes/states, where each
regime/state has multivariate Gaussian regressors emission densities.
The model parameters are estimated by MLE via the EM algorithm
*Please cite the following papers for this code:*
```
@article{Chamroukhi-MHMMR-2013,
Author = {Trabelsi, D. and Mohammed, S. and Chamroukhi, F. and Oukhellou, L. and Amirat, Y.},
Journal = {IEEE Transactions on Automation Science and Engineering},
Number = {10},
Pages = {829--335},
Title = {An unsupervised approach for automatic activity recognition based on Hidden Markov Model Regression},
Volume = {3},
Year = {2013},
url = {https://chamroukhi.com/papers/Chamroukhi-MHMMR-IeeeTase.pdf}
}
@article{Chamroukhi-FDA-2018,
Journal = {Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery},
Author = {Faicel Chamroukhi and Hien D. Nguyen},
Note = {DOI: 10.1002/widm.1298.},
Volume = {},
Title = {Model-Based Clustering and Classification of Functional Data},
Year = {2019},
Month = {to appear},
url = {https://chamroukhi.com/papers/MBCC-FDA.pdf}
}
```
Devoloped and written by Faicel Chamroukhi
Owner
- Name: Aysun Urhan
- Login: aysunrhn
- Kind: user
- Location: Delft, the Netherlands
- Repositories: 1
- Profile: https://github.com/aysunrhn