GTM through time

Abstract

The standard GTM (generative topographic mapping) algorithm assumes that the data on which it is trained consists of independent, identically distributed (iid) vectors. For time series, however, the iid assumption is a poor approximation. In this paper we show how the GTM algorithm can be extended to model time series by incorporating it as the emission density in a hidden Markov model. Since GTM has discrete hidden states we are able to find a tractable EM algorithm, based on the forward-backward algorithm, to train the model. We illustrate the performance of GTM through time using flight recorder data from a helicopter.

Divisions: Aston University (General)
Additional Information: Conference Publication No: 440 ©1997 IEEE. Personal use of this material is permitted. However, permission to reprint/republish this material for advertising or promotional purposes or for creating new collective works for resale or redistribution to servers or lists, or to reuse any copyrighted component of this work in other works must be obtained from the IEEE.
Event Title: Proceedings IEE Fifth International Conference on Artificial Neural Networks
Event Type: Other
Event Dates: 1997-07-09 - 1997-07-09
Uncontrolled Keywords: Generative topographic mapping,identically distributed vectors,time series,Markov model,flight-recorder
ISBN: 0852966903
Full Text Link:
Related URLs: http://ieeexplo ... &isnumber=13303 (Publisher URL)
http://www.scop ... tnerID=8YFLogxK (Scopus URL)
PURE Output Type: Chapter
Published Date: 1997-07-09
Authors: Bishop, Christopher M.
Hinton, Geoffrey E.
Strachan, Iain G. D.

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