no code implementations • 5 Aug 2019 • Qidi Peng, Nan Rao, Ran Zhao
We review some developments on clustering stochastic processes and come with the conclusion that asymptotically consistent clustering algorithms can be obtained when the processes are ergodic and the dissimilarity measure satisfies the triangle inequality.
2 code implementations • 13 Apr 2018 • Qidi Peng, Nan Rao, Ran Zhao
We conduct cluster analysis on a class of locally asymptotically self-similar stochastic processes, which includes multifractional Brownian motion as a representative.
1 code implementation • 27 Jan 2018 • Qidi Peng, Nan Rao, Ran Zhao
We introduce a new unsupervised learning problem: clustering wide-sense stationary ergodic stochastic processes.