Bayesian Detection of Infrequent Differences in Sets of Time Series with Shared Structure


Jennifer Listgarten* , Radford M. Neal* , Sam T. Roweis* , Rachel Puckrin** and Sean Cutler** ,
*Department of Computer Science and **Department of Botany , at the University of Toronto.

To appear in Advances in Neural Information Processing Systems 19, MIT Press, Cambridge, MA, 2007 (NIPS 2006).

(full 8 page paper with colour figures) (pdf)

Abstract: We present a hierarchical Bayesian model for sets of related, but different, classes of time series data. Our model performs alignment simultaneously across all classes, while detecting and characterizing class-specific differences. During inference the model produces, for each class, a distribution over a canonical representation of the class. These class-specific canonical representations are automatically aligned to one another -- preserving common sub-structures, and highlighting differences. We apply our model to compare and contrast solenoid valve current data, and also, liquid-chromatography-ultraviolet-diode array data from a study of the plant Arabidopsis thaliana.

 
 
 

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