Temporal self-organization through competitive prediction

@inproceedings{Fancourt1997TemporalST,
  title={Temporal self-organization through competitive prediction},
  author={Craig L. Fancourt and Jos{\'e} Carlos Pr{\'i}ncipe},
  booktitle={ICASSP},
  year={1997}
}
Two self-organizing principles for the competitive identification and segmentation of piecewise stationary time series are described. In the first, a neighborhood map of one step predictors competes for the data during training. The winner is granted the largest parameter update, while other predictors are allowed smaller updates, decreasing with distance from the winner on the neighborhood map. In addition to performing piecewise segmentation and identification, the technique maps similar… CONTINUE READING