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Abstract: We present a framework for the unsupervised segmentation of switching dynamics using support vector machines. Following the architecture by Pawelzik et al. [21] where annealed competing neural networks were used to segment a non-stationary time series, in this article we exploit the use of support vector machines, a well-known learning technique. First, a new formulation of support vector regression is proposed. Second, an expectation-maximization (EM) step is suggested to adaptively... (Update)
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...However, its use in time series modeling has not been exploited much. An earlier work using SVR for time series segmentation is [3] which considers a simpler problem of switching dynamics. This paper is organized as follows. In Section 2, we de ne the problem and present...
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2: Statistical Learning Theory (context) - Vapnik
2: Annealed competition of experts for a segmentation and classification of switchi.. - Pawelzik, Kohlmorgen et al. - 1996
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BibTeX entry: (Update)
M.-W. Chang, C.-J. Lin, and R. C. Weng. Analysis of switching dynamics with competing support vector machines. In Proceedings of IJCNN, 2002. http://citeseer.ist.psu.edu/article/chang02analysis.html More
@misc{ chang02analysis,
author = "M. Chang and C. Lin and R. Weng",
title = "Analysis of switching dynamics with competing support vector machines",
text = "M.-W. Chang, C.-J. Lin, and R. C. Weng. Analysis of switching dynamics
with competing support vector machines. In Proceedings of IJCNN, 2002.",
year = "2002",
url = "citeseer.ist.psu.edu/article/chang02analysis.html" }
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