Feature PDF initialization

The clusters determined by the above clustering approach is used to initialize the feature PDFs for each sub-class of the MR-HMM. Recall that the MR-HMM needs to estimate the feature PDF for each combination of segment size and sub-class. To initialize these PDF estimates, we gather the original time-series segments from each combination of cluster index and segment size, and compute the respective features. The PDF of the feature collections were then estimated using a Gaussian mixture. There is a different PDF estimate for each combination of cluster (sub-class) index and segment size. Software for this purpose is given in Section 14.4.2



Baggenstoss 2017-05-19