Clustering Multivariate Time Series Using Hidden Markov Models

In this paper we describe an algorithm for clustering multivariate time series with variables taking both categorical and continuous values. Time series of this type are frequent in health care, where they represent the health trajectories of individuals. The problem is challenging because categoric...

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Bibliographic Details
Main Authors: Shima Ghassempour, Federico Girosi, Anthony Maeder
Format: Article
Language:English
Published: MDPI AG 2014-03-01
Series:International Journal of Environmental Research and Public Health
Subjects:
HMM
Online Access:http://www.mdpi.com/1660-4601/11/3/2741