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stat.ML2018
Cluster Analysis on Locally Asymptotically Self-similar Processes with Known Number of Clusters
Qidi Peng, Nan Rao, Ran Zhao
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative. When the tru…
stat.ML2018
Covariance-based Dissimilarity Measures Applied to Clustering Wide-sense Stationary Ergodic Processes
Qidi Peng, Nan Rao, Ran Zhao
We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes. A covariance-based dissimilarity measure together with asymptotical…