A flexible Mixture model for simultaneous clustering and segmentation of functional data (time series). It uses the EM algorithm (or a CEM-like algorithm)
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IRLS.m
IRLS_MixFRHLP.m
MAP.m
MixFRHLP_CEM.m
MixFRHLP_EM.m
README.md
README.txt
designmatrix_FRHLP.m
initialize_MixFRHLP_EM.m
log_normalize.m
logit_model.m
logit_model_MixFRHLP.m
main_MixFRHLP.m
mean_1_flou.mat
myKmeans.m
normalize.m
show_MixRHLP_results.m
waveform.mat

README.md

Matlab/Octave codes for functional data clustering and segmentation with the mixture of regressions with hidden logistic processes (MixRHLP) model:

<< Note that the codes are also provided in R and Python >>

developed and written by Faicel Chamroukhi

When using this code please cite the following papers : The two first ones concern the model and its use in clusterng and the last ones concern the model and its use in discrimination.

The script to run is: main_MixFRHLP.m The main function is MixFRHLP_EM.m for the EM algorithm (respectively MixFRHLP_CEM.m for the CEM-like algorithm)

 @article{Chamroukhi-RHLP-2009,
 	Author = {Chamroukhi, F. and Sam\'{e}, A. and Govaert, G. and Aknin, P.},
 	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}
     }
 @article{Chamroukhi-MixRHLP-2011,
 	Author = {Sam{\'e}, A. and Chamroukhi, F. and Govaert, G{\'e}rard and Aknin, P.},
 	Issue = 4,
 	Journal = {Advances in Data Analysis and Classification},
 	Pages = {301--321},
 	Publisher = {Springer Berlin / Heidelberg},
 	Title = {Model-based clustering and segmentation of time series with changes in regime},
 	Volume = 5,
 	Year = {2011}
     }

 @article{Chamroukhi-RHLP-FLDA,
 	Author = {Chamroukhi, F. and Sam\'{e}, A. and Govaert, G. and Aknin, P.},
 	Journal = {Neurocomputing},
 	Number = {7-9},
 	Pages = {1210--1221},
 	Title = {A hidden process regression model for functional data description. Application to curve discrimination},
 	Volume = {73},
 	Year = {2010}
     }

 @article{Chamroukhi-FMDA-2013,
 	Author = {Chamroukhi, F. and Glotin, H. and Sam{\'e}, A.},
 	Journal = {Neurocomputing},
 	Pages = {153-163},
 	Title = {Model-based functional mixture discriminant analysis with hidden process regression for curve classification},
 	Volume = {112},
 	Year = {2013}
     }  
@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}
    }