In this article we present an exploratory tool for extracting systematic patterns from multivariate data. The technique, hierarchical segmentation (HS), can be used to group multivariate time series into segments with similar discrete-state recurrence patterns and it is not restricted by the stationarity assumption. We use a simulation study to…

We describe a principled way of imposing a metric representing dissimilarities on any discrete set of stimuli (symbols, handwritings, consumer products, X-ray films, etc.), given the probabilities with which they are discriminated from each other by a perceiving system, such as an organism, person, group of experts, neuronal structure, technical…