Piecewise regression mixture for simultaneous functional data clustering and optimal segmentation

DOI10.1007/S00357-016-9212-8MaRDI QIDQ2628065zbMATH OpenOpenAlexFDO

Authors Faicel Chamroukhi

Publication date 12 June 2017

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

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

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)

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.

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Cited in

(3)

• Wavelet‐Based Clustering for Mixed‐Effects Functional Models in High Dimension
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• A new Dirichlet process for mining dynamic patterns in functional data

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