Dynamic mixture models for multiple time series

Xing Wei, Jimeng Sun, Xuerui Wang

Research output: Contribution to journalConference articlepeer-review


Traditional probabilistic mixture models such as Latent Dirichlet Allocation imply that data records (such as documents) are fully exchangeable. However, data are naturally collected along time, thus obey some order in time. In this paper, we present Dynamic Mixture Models (DMMs) for online pattern discovery in multiple time series. DMMs do not have the noticeable drawback of the SVD-based methods for data streams: negative values in hidden variables are often produced even with all non-negative inputs. We apply DMM models to two real-world datasets, and achieve significantly better results with intuitive interpretation.

Original languageEnglish (US)
Pages (from-to)2909-2914
Number of pages6
JournalIJCAI International Joint Conference on Artificial Intelligence
StatePublished - 2007
Externally publishedYes
Event20th International Joint Conference on Artificial Intelligence, IJCAI 2007 - Hyderabad, India
Duration: Jan 6 2007Jan 12 2007

ASJC Scopus subject areas

  • Artificial Intelligence


Dive into the research topics of 'Dynamic mixture models for multiple time series'. Together they form a unique fingerprint.

Cite this