Piecewise regression mixture for simultaneous functional data clustering and optimal segmentation

DOI10.1007/S00357-016-9212-8zbMATH Open1364.62148arXiv1312.6974OpenAlexW1921790738MaRDI QIDQ2628065FDOQ2628065

Authors: Faicel Chamroukhi 

Publication date: 12 June 2017

Published in: Journal of Classification (Search for Journal in Brave)

Abstract: This paper introduces a novel mixture model-based approach for simultaneous clustering and optimal segmentation of functional data which are curves presenting regime changes. The proposed model consists in a finite mixture of piecewise polynomial regression models. Each piecewise polynomial regression model is associated with a cluster, and within each cluster, each piecewise polynomial component is associated with a regime (i.e., a segment). We derive two approaches for learning the model parameters. The former is an estimation approach and consists in maximizing the observed-data likelihood via a dedicated expectation-maximization (EM) algorithm. A fuzzy partition of the curves in K clusters is then obtained at convergence by maximizing the posterior cluster probabilities. The latter however is a classification approach and optimizes a specific classification likelihood criterion through a dedicated classification expectation-maximization (CEM) algorithm. The optimal curve segmentation is performed by using dynamic programming. In the classification approach, both the curve clustering and the optimal segmentation are performed simultaneously as the CEM learning proceeds. We show that the classification approach is the probabilistic version that generalizes the deterministic K-means-like algorithm proposed in H'ebrail et al. (2010). The proposed approach is evaluated using simulated curves and real-world curves. Comparisons with alternatives including regression mixture models and the K-means like algorithm for piecewise regression demonstrate the effectiveness of the proposed approach.

Full work available at URL: https://arxiv.org/abs/1312.6974

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zbMATH Keywords

CEM algorithmfunctional data analysismixture modelsmodel-based clusteringpiecewise regressionEM algortihmoptimal curve segmentation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30)

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Cited In (3)

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Uses Software

• fda (R)

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