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 = {2018},
Month = {Dec}
}