Discovering Clusters in Motion Time-Series Data

A new approach is proposed for clustering time-series data. The approach can be used to discover groupings of similar object motions that were observed in a video collection. A finite mixture of hidden Markov models (HMMs) is fitted to the motion data using the expectation-maximization (EM) framework. Previous approaches for HMM-based clustering employ a k-means formulation, where each sequence is assigned to only a single HMM. In contrast, the formulation presented in this paper allows each sequence to belong to more than a single HMM with some probability, and the hard decision about the sequence class membership can be deferred until a later time when such a decision is required. Experiments with simulated data demonstrate the benefit of using this EM-based approach when there is more "overlap" in the processes generating the data. Experiments with real data show the promising potential of HMM-based motion clustering in a number of applications.Office of Naval Research (N000140310108, N000140110444); National Science Foundation (IIS-0208876, CAREER Award 0133825

Clustering Time Series from Mixture Polynomial Models with Discretised Data

Clustering time series is an active research area with applications in many fields. One common feature of time series is the likely presence of outliers. These uncharacteristic data can significantly effect the quality of clusters formed. This paper evaluates a method of over-coming the detrimental effects of outliers. We describe some of the alternative approaches to clustering time series, then specify a particular class of model for experimentation with k-means clustering and a correlation based distance metric. For data derived from this class of model we demonstrate that discretising the data into a binary series of above and below the median improves the clustering when the data has outliers. More specifically, we show that firstly discretisation does not significantly effect the accuracy of the clusters when there are no outliers and secondly it significantly increases the accuracy in the presence of outliers, even when the probability of outlier is very low

Energy Disaggregation Using Elastic Matching Algorithms

© 2020 by the authors. Licensee MDPI, Basel, Switzerland. This article is an open access article distributed under the terms and conditions of the Creative Commons Attribution (CC BY) license (http://creativecommons.org/licenses/by/4.0/)In this article an energy disaggregation architecture using elastic matching algorithms is presented. The architecture uses a database of reference energy consumption signatures and compares them with incoming energy consumption frames using template matching. In contrast to machine learning-based approaches which require significant amount of data to train a model, elastic matching-based approaches do not have a model training process but perform recognition using template matching. Five different elastic matching algorithms were evaluated across different datasets and the experimental results showed that the minimum variance matching algorithm outperforms all other evaluated matching algorithms. The best performing minimum variance matching algorithm improved the energy disaggregation accuracy by 2.7% when compared to the baseline dynamic time warping algorithm.Peer reviewedFinal Published versio

Simple methods for improving speaker-similarity of HMM-based speech synthesis

In this paper we revisit some basic configuration choices of HMM based speech synthesis, such as waveform sampling rate, auditory frequency warping scale and the logarithmic scaling of F0, with the aim of improving speaker similarity which is an acknowledged weakness of current HMM-based speech synthesisers. All of the techniques investigated are simple but, as we demonstrate using perceptual tests, can make substantial differences to the quality of the synthetic speech. Contrary to common practice in automatic speech recognition, higher waveform sampling rates can offer enhanced feature extraction and improved speaker similarity for speech synthesis. In addition, a generalized logarithmic transform of F0 results in larger intra-utterance variance of F0 trajectories and hence more dynamic and natural-sounding prosody

A Partial Parameter HMM Based Clustering on Loan Repayment Data: Insights into Financial Behavior and Intent to Repay

Financial institutions that provide loans are interested in understanding, as opposed to just predicting, the repayment behavior of its customers. This study applies a modified Hidden Markov Model (HMM) based clustering which clusters repayment sequences across selected subsets of the HMM parameters. We demonstrate that different implementations of this adaptation help us gain an in-depth understanding of various drivers that are hard to observe directly, but nevertheless govern repayment. These include drivers such as the ability to repay, or the intention to repay independent of the ability. Our results are compared to an alternate sequence clustering approach. The study concludes with the observation that the ability to cluster on selective parameters, in conjunction with the structural construct of HMMs, enables the discovery of substantially more meaningful business insights

Segmentation, Diarization and Speech Transcription: Surprise Data Unraveled

In this thesis, research on large vocabulary continuous speech recognition for unknown audio conditions is presented. For automatic speech recognition systems based on statistical methods, it is important that the conditions of the audio used for training the statistical models match the conditions of the audio to be processed. Any mismatch will decrease the accuracy of the recognition. If it is unpredictable what kind of data can be expected, or in other words if the conditions of the audio to be processed are unknown, it is impossible to tune the models. If the material consists of `surprise data' the output of the system is likely to be poor. In this thesis methods are presented for which no external training data is required for training models. These novel methods have been implemented in a large vocabulary continuous speech recognition system called SHoUT. This system consists of three subsystems: speech/non-speech classification, speaker diarization and automatic speech recognition. The speech/non-speech classification subsystem separates speech from silence and unknown audible non-speech events. The type of non-speech present in audio recordings can vary from paper shuffling in recordings of meetings to sound effects in television shows. Because it is unknown what type of non-speech needs to be detected, it is not possible to train high quality statistical models for each type of non-speech sound. The speech/non-speech classification subsystem, also called the speech activity detection subsystem, does not attempt to classify all audible non-speech in a single run. Instead, first a bootstrap speech/silence classification is obtained using a standard speech activity component. Next, the models for speech, silence and audible non-speech are trained on the target audio using the bootstrap classification. This approach makes it possible to classify speech and non-speech with high accuracy, without the need to know what kinds of sound are present in the audio recording. Once all non-speech is filtered out of the audio, it is the task of the speaker diarization subsystem to determine how many speakers occur in the recording and exactly when they are speaking. The speaker diarization subsystem applies agglomerative clustering to create clusters of speech fragments for each speaker in the recording. First, statistical speaker models are created on random chunks of the recording and by iteratively realigning the data, retraining the models and merging models that represent the same speaker, accurate speaker models are obtained for speaker clustering. This method does not require any statistical models developed on a training set, which makes the diarization subsystem insensitive for variation in audio conditions. Unfortunately, because the algorithm is of complexity $O(n^3)$, this clustering method is slow for long recordings. Two variations of the subsystem are presented that reduce the needed computational effort, so that the subsystem is applicable for long audio recordings as well. The automatic speech recognition subsystem developed for this research, is based on Viterbi decoding on a fixed pronunciation prefix tree. Using the fixed tree, a flexible modular decoder could be developed, but it was not straightforward to apply full language model look-ahead efficiently. In this thesis a novel method is discussed that makes it possible to apply language model look-ahead effectively on the fixed tree. Also, to obtain higher speech recognition accuracy on audio with unknown acoustical conditions, a selection from the numerous known methods that exist for robust automatic speech recognition is applied and evaluated in this thesis. The three individual subsystems as well as the entire system have been successfully evaluated on three international benchmarks. The diarization subsystem has been evaluated at the NIST RT06s benchmark and the speech activity detection subsystem has been tested at RT07s. The entire system was evaluated at N-Best, the first automatic speech recognition benchmark for Dutch

Ranking and significance of variable-length similarity-based time series motifs

The detection of very similar patterns in a time series, commonly called motifs, has received continuous and increasing attention from diverse scientific communities. In particular, recent approaches for discovering similar motifs of different lengths have been proposed. In this work, we show that such variable-length similarity-based motifs cannot be directly compared, and hence ranked, by their normalized dissimilarities. Specifically, we find that length-normalized motif dissimilarities still have intrinsic dependencies on the motif length, and that lowest dissimilarities are particularly affected by this dependency. Moreover, we find that such dependencies are generally non-linear and change with the considered data set and dissimilarity measure. Based on these findings, we propose a solution to rank those motifs and measure their significance. This solution relies on a compact but accurate model of the dissimilarity space, using a beta distribution with three parameters that depend on the motif length in a non-linear way. We believe the incomparability of variable-length dissimilarities could go beyond the field of time series, and that similar modeling strategies as the one used here could be of help in a more broad context.Comment: 20 pages, 10 figure