Analysis of drifting dynamics with neural network hidden markov models

J. Kohlmorgen; K. R. Müllerc; K. Pawelzik

Analysis of drifting dynamics with neural network hidden markov models

J. Kohlmorgen, K. R. Müllerc, K. Pawelzik

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Abstract

We present a method for the analysis of nonstationary time series with multiple operating modes. In particular, it is possible to detect and to model both a switching of the dynamics and a less abrupt, time consuming drift from one mode to another. This is achieved in two steps. First, an unsupervised training method provides prediction experts for the inherent dynamical modes. Then, the trained experts are used in a hidden Markov model that allows to model drifts. An application to physiological wake/sleep data demonstrates that analysis and modeling of real-world time series can be improved when the drift paradigm is taken into account.

Original language	English
Title of host publication	Advances in Neural Information Processing Systems 10 - Proceedings of the 1997 Conference, NIPS 1997
Publisher	Neural information processing systems foundation
Pages	735-741
Number of pages	7
ISBN (Print)	0262100762, 9780262100762
Publication status	Published - 1998
Externally published	Yes
Event	11th Annual Conference on Neural Information Processing Systems, NIPS 1997 - Denver, CO, United States Duration: 1997 Dec 1 → 1997 Dec 6

Publication series

Name	Advances in Neural Information Processing Systems
ISSN (Print)	1049-5258

Other

Other	11th Annual Conference on Neural Information Processing Systems, NIPS 1997
Country	United States
City	Denver, CO
Period	97/12/1 → 97/12/6

ASJC Scopus subject areas

Computer Networks and Communications
Information Systems
Signal Processing

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Analysis of drifting dynamics with neural network hidden markov models. / Kohlmorgen, J.; Müllerc, K. R.; Pawelzik, K.

Advances in Neural Information Processing Systems 10 - Proceedings of the 1997 Conference, NIPS 1997. Neural information processing systems foundation, 1998. p. 735-741 (Advances in Neural Information Processing Systems).

Research output: Chapter in Book/Report/Conference proceeding › Conference contribution

Kohlmorgen, J, Müllerc, KR & Pawelzik, K 1998, Analysis of drifting dynamics with neural network hidden markov models. in Advances in Neural Information Processing Systems 10 - Proceedings of the 1997 Conference, NIPS 1997. Advances in Neural Information Processing Systems, Neural information processing systems foundation, pp. 735-741, 11th Annual Conference on Neural Information Processing Systems, NIPS 1997, Denver, CO, United States, 97/12/1.

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year = "1998",

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Analysis of drifting dynamics with neural network hidden markov models

Abstract

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Other

ASJC Scopus subject areas

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