The classification procedure of streaming data usually requires various ad
hoc methods or particular heuristic models. We explore a novel non-parametric
and systematic approach to analysis of heterogeneous sequential data...
demonstrate an application of this method to classification of the delays in
responding to the prompts, from subjects with bipolar disorder collected during
a clinical trial, using both synthetic and real examples. We show how this
method can provide a natural and systematic way to extract characteristic
features from sequential data.