Bayesian Clustering by Dynamics Marco Ramoni

  title={Bayesian Clustering by Dynamics Marco Ramoni},
  author={Paola Sebastiani and P. W. Davis},
This paper introduces a Bayesian method for clustering dynamic processes. The method models dynamics as Markov chains and then applies an agglomerative clustering procedure to discover the most probable set of clusters capturing different dynamics. To increase ef£ciency, the method uses an entropy-based heuristic search strategy. A controlled experiment suggests that the method is very accurate when applied to arti£cial time series in a broad range of conditions and, when applied to clustering… CONTINUE READING