Boosted-oriented probabilistic smoothing-spline clustering of series

Abstract

Fuzzy clustering methods allow the objects to belong to several clusters simultaneously, with different degrees of membership. However, a factor that influences the performance of fuzzy algorithms is the value of fuzzifier parameter. In this paper, we propose a fuzzy clustering procedure for data (time) series that does not depend on the definition of a fuzzifier parameter. It comes from two approaches, theoretically motivated for unsupervised and supervised classification cases, respectively. The first is the Probabilistic Distance clustering procedure. The second is the well known Boosting philosophy. Our idea is to adopt a boosting prospective for unsupervised learning problems, in particular we face with non hierarchical clustering problems. The global performance of the proposed method is investigated by various experiments.