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Joint segmentation of multivariate time-series with a Multiple Regression model with a Hidden Logistic Process (MRHLP).
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IRLS.m
MAP.m
README.md
designmatrix_RHLP.m
init_regression_param.m~
init_regression_param_MRHLP.m
learn_MRHLP_EM.m
learn_MRHLP_EM.m~
logit_model.m
main_MRHLP.m
main_MRHLP.m~
normalize.m
real_time_series.mat
show_MRHLP_results.m
simulated_time_series.mat

README.md

MRHLP

Segmentation of multivariate time series with a Multiple Regression model with a Hidden Logistic Process (MRHLP).

If you are using this code, please cite the following papers:

@article{Chamroukhi-MRHLP-2013,
	Author = {F. Chamroukhi and D. Trabelsi and S. Mohammed and L. Oukhellou and Y. Amirat},
	Journal = {Neurocomputing},
	Month = {November},
	Pages = {633--644},
	Publisher = {Elsevier},
	Title = {Joint segmentation of multivariate time series with hidden process regression for human activity recognition},
	Volume = {120},
	Year = {2013},
	note = {},
	url  = {https://chamroukhi.com/papers/chamroukhi_et_al_neucomp2013b.pdf}
	}

@article{Chamroukhi-FDA-2018,
 	Journal = {Wiley Interdisciplinary Reviews: Data Mining and Knowledge Discovery},
 	Author = {Faicel Chamroukhi and Hien D. Nguyen},
 	Note = {DOI: 10.1002/widm.1298.},
 	Volume = {},
 	Title = {Model-Based Clustering and Classification of Functional Data},
 	Year = {2019},
 	Month = {to appear},
 	url =  {https://chamroukhi.com/papers/MBCC-FDA.pdf}
    }

@article{chamroukhi_et_al_NN2009,
	Address = {Oxford, UK, UK},
	Author = {Chamroukhi, F. and Sam\'{e}, A. and Govaert, G. and Aknin, P.},
	Date-Added = {2014-10-22 20:08:41 +0000},
	Date-Modified = {2014-10-22 20:08:41 +0000},
	Journal = {Neural Networks},
	Number = {5-6},
	Pages = {593--602},
	Publisher = {Elsevier Science Ltd.},
	Title = {Time series modeling by a regression approach based on a latent process},
	Volume = {22},
	Year = {2009},
	url  = {https://chamroukhi.com/papers/Chamroukhi_Neural_Networks_2009.pdf}
	}

by Faicel Chamroukhi (2011)

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