Clustering Time Series with Nonlinear Dynamics: A Bayesian Non-Parametric and Particle-Based Approach

Alexander Lin, Yingzhuo Zhang, Jeremy Heng, Stephen A. Allsop, Kay M. Tye, Pierre E. Jacob, Demba Ba

Abstract: We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience,...