A hidden Markov model-based approach to sequential data clustering

Abstract

Clustering of sequential or temporal data is more challenging than traditional clustering as dynamic observations should be processed rather than static measures. This paper proposes a HiddenMarkov Model (HMM)-based technique suitable for clustering of data sequences. The main aspect of the work is the use of a probabilistic model-based approach using HMM to derive new proximity distances, in the likelihood sense, between sequences. Moreover, a novel partitional clustering algorithm is designed which alleviates computational burden characterizing traditional hierarchical agglomerative approaches. Experimental results show that this approach provides an accurate clustering partition and the devised distance measures achieve good performance rates. The method is demonstrated on real world data sequences, i.e. the EEG signals due to their temporal complexity and the growing interest in the emerging field of Brain Computer Interfaces.