most citedTime Series Clustering with an EM algorithm for Mixtures of Linear Gaussian State Space Models

32 citations

researchers with a paper here
collaborating institutions

1 paper

cs.LG2022★ 32 cited

Time Series Clustering with an EM algorithm for Mixtures of Linear Gaussian State Space Models

Ryohei Umatani, Takashi Imai, Kaoru Kawamoto +1

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a para…