Annealed competition of experts for a segmentation and classification of switching dynamics

  • Authors:
  • Klaus Pawelzik;Jens Kohlmorgen;Klaus-Robert Müller

  • Affiliations:
  • Institut für Theoretische Physik and SFB 185 Nichtlineare Dynamik, Universität Frankfurt, 60054 Frankfurt/M., Germany;GMD-FIRST (German National Research Center for Computer Science), Rudower Chaussee 5, 12489 Berlin, Germany;GMD-FIRST (German National Research Center for Computer Science), Rudower Chaussee 5, 12489 Berlin, Germany, and Department of Mathematical Engineering and Information Physics, University of Tokyo ...

  • Venue:
  • Neural Computation
  • Year:
  • 1996

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Abstract

We present a method for the unsupervised segmentation of data streams originating from different unknown sources that alternate in time. We use an architecture consisting of competing neural networks. Memory is included to resolve ambiguities of input-output relations. To obtain maximal specialization, the competition is adiabatically increased during training. Our method achieves almost perfect identification and segmentation in the case of switching chaotic dynamics where input manifolds overlap and input-output relations are ambiguous. Only a small dataset is needed for the training procedure. Applications to time series from complex systems demonstrate the potential relevance of our approach for time series analysis and short-term prediction.