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arXiv 2012.05973stat.MLcs.LG

Clustering multivariate functional data using unsupervised binary trees

Groupe Renault(雷诺集团);CREST(法国经济与统计研究中心);Univ Rennes(雷恩大学);CNRS(法国国家科学研究中心);IRMAR(雷恩数学研究所);Ensai(法国国立统计与信息分析学院)

Steven Golovkine, Nicolas Klutchnikoff, Valentin Patilea

英文摘要:

We propose a model-based clustering algorithm for a general class of functional data for which the components could be curves or images. The random functional data realizations could be measured with error at discrete, and possibly random, points in the definition domain. The idea is to build a set of binary trees by recursive splitting of the observations. The number of groups are determined in a data-driven way. The new algorithm provides easily interpretable results and fast predictions for online data sets. Results on simulated datasets reveal good performance in various complex settings. The methodology is applied to the analysis of vehicle trajectories on a German roundabout.

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