Modular neural networks for MAP classification of time series and the partition algorithm

We apply the partition algorithm to the problem of time-series classification. We assume that the source that generates the time series belongs to a finite set of candidate sources. Classification is based on the computation of posterior probabilities. Prediction error is used to adaptively update the posterior probability of each source. The algorithm is implemented by a hierarchical, modular, recurrent network. The bottom (partition) level of the network consists of neural modules, each one trained to predict the output of one candidate source. The top (decision) level consists of a decision module, which computes posterior probabilities and classifies the time series to the source of maximum posterior probability. The classifier network is formed from the composition of the partition and decision levels. This method applies to deterministic as well as probabilistic time series. Source switching can also be accommodated. We give some examples of application to problems of signal detection, phoneme, and enzyme classification. In conclusion, the algorithm presented here gives a systematic method for the design of modular classification networks. The method can be extended by various choices of the partition and decision components