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Find a pattern out of time discret signal? RRS feed

  • Question

  • hey guys,

    I just found this page (got here by Bishop's 'pattern recognition and machine learning') and I have a short question. Can I find a pattern of about 200 time discret points within a set of about 100.000 data points using Infer.NET? I thought perhaps of HMM, but I'm not sure if this could work?

    thanks!

    Friday, May 10, 2013 4:02 PM

All replies

  • Hi Jill

    If you can formulate your problem as a factor graph, there is a good chance that it can be solved by Infer.NET. Once you have an idea for a model, we can advise you on how to implement your model in the framework.

    John

    • Proposed as answer by Jill_J Tuesday, May 14, 2013 5:11 PM
    Monday, May 13, 2013 8:29 AM
    Owner
  • For ideas, you can try looking at the Tark project or the paper Probabilistic Discovery of Time Series Motifs.
    • Proposed as answer by Jill_J Tuesday, May 14, 2013 5:11 PM
    Monday, May 13, 2013 10:38 AM
    Owner
  • Hi,

    @John: Thanks a lot for your offered help. I see what I can do in the next days and post here again. Then I know exactly what my inputs parameters are, and what kind of pattern I would like to detect.

    @Tom: Thanks for the links. I read both papers, and they are really usefull!

    Tuesday, May 14, 2013 6:15 AM