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Creating Discriminative Models for Time Series Classification and Clustering by HMM Ensembles

Classification of temporal data sequences is a fundamental branch of machine learning with a broad range of real world applications. Since the dimensionality of temporal data is significantly larger than static data, and its modeling and interpreting is more complicated, performing classification and clustering on temporal data is more complex as well. Hidden Markov models (HMMs) are well-known statistical models for modeling and analysis of sequence data. Besides, ensemble methods, which employ multiple models to obtain the target model, revealed good performances in the conducted experiments. All these facts are a high level of motivation to employ HMM ensembles in the task of classification and clustering of time series data. So far, no effective classification and clustering method based on HMM ensembles has been proposed. Moreover, employing the limited existing HMM ensemble methods has trouble separating models of distinct classes as a vital task. In this paper, according to previous points a new framework based on HMM ensembles for classification and clustering is proposed. In addition to its strong theoretical background by employing the Rényi entropy for ensemble learning procedure, the main contribution of the proposed method is addressing HMM-based methods problem in separating models of distinct classes by considering the inverse emission matrix of the opposite class to build an opposite model. The proposed algorithms perform more effectively compared to other methods especially other HMM ensemble-based methods. Moreover, the proposed clustering framework, which derives benefits from both similarity-based and model-based methods, together with the Rényi-based ensemble method revealed its superiority in several measurements.