Sequence Pattern Extraction by Segmenting Time Series Data Using GP-HSMM with Hierarchical Dirichlet Process

摘要

Humans recognize perceived continuous information by dividing it into significant segments such as words and unit motions. We believe that such unsupervised segmentation is also an important ability that robots need to learn topics such as language and motions. Hence, in this paper, we propose a method for dividing continuous time-series data into segments in an unsupervised manner. To this end, we proposed a method based on a hidden semi-Markov model with Gaussian process (GP-HSMM). If Gaussian processes, which are nonparametric models, are used, unit motion patterns can be extracted from complicated continuous motion. However, this approach requires the number of classes of segments in the time-series data in advance. To overcome this problem, in this paper, we extend GP-HSMM to a nonparametric Bayesian model by introducing a hierarchical Dirichlet process (HDP) and propose the hierarchical Dirichlet processes-Gaussian process-hidden semi-Markov model (HDP-GP-HSMM). In the nonparametric Bayesian model, an infinite number of classes is assumed and it becomes difficult to estimate the parameters naively. Instead, the parameters of the proposed HDP-GP-HSMM are estimated by applying slice sampling. In the experiments, we use various synthetic and motion-capture data to show that our proposed model can estimate a more correct number of classes and achieve more accurate segmentation than baseline methods.