Related papers: Research and application of time series algorithms…
Classical collaborative filtering, and content-based filtering methods try to learn a static recommendation model given training data. These approaches are far from ideal in highly dynamic recommendation domains such as news recommendation…
We review the state of the art of clustering financial time series and the study of their correlations alongside other interaction networks. The aim of this review is to gather in one place the relevant material from different fields, e.g.…
Clustering is an important part of many modern data analysis pipelines, including network analysis and data retrieval. There are many different clustering algorithms developed by various communities, and it is often not clear which…
A pairwise clustering approach is applied to the analysis of the Dow Jones index companies, in order to identify similar temporal behavior of the traded stock prices. To this end, the chaotic map clustering algorithm is used, where a map is…
The problem of rapid and automated detection of distinct market regimes is a topic of great interest to financial mathematicians and practitioners alike. In this paper, we outline an unsupervised learning algorithm for clustering financial…
We introduce a parsimonious model-based framework for clustering time course data. In these applications the computational burden becomes often an issue due to the number of available observations. The measured time series can also be very…
A considerable amount of clustering algorithms take instance-feature matrices as their inputs. As such, they cannot directly analyze time series data due to its temporal nature, usually unequal lengths, and complex properties. This is a…
We apply a method to filter relevant information from the correlation coefficient matrix by extracting a network of relevant interactions. This method succeeds to generate networks with the same hierarchical structure of the Minimum…
The analysis of sales information, is a vital step in designing an effective marketing strategy. This work proposes a novel approach to analyse the shopping behaviour of customers to identify their purchase patterns. An extended version of…
Clustering algorithms are among the most widely used data mining methods due to their exploratory power and being an initial preprocessing step that paves the way for other techniques. But the problem of calculating the optimal number of…
The Government of Kerala had increased the frequency of supply of free food kits owing to the pandemic, however, these items were static and not indicative of the personal preferences of the consumers. This paper conducts a comparative…
This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…
We study the problem of clustering ranking vectors, where each vector represents preferences as an ordered list of distinct integers. Specifically, we focus on the k-centroids ranking vectors clustering problem (KRC), which aims to…
A novel approach rooted on the notion of consensus clustering, a strategy developed for community detection in complex networks, is proposed to cope with the heterogeneity that characterizes connectivity matrices in health and disease. The…
In this paper, we propose a novel method of model-based time series clustering with mixtures of general state space models (MSSMs). Each component of MSSMs is associated with each cluster. An advantage of the proposed method is that it…
This study introduces a predictive maintenance strategy for high pressure industrial compressors using sensor data and features derived from unsupervised clustering integrated into classification models. The goal is to enhance model…
With the arrival of the big data era, recommendation system has been a hot technology for enterprises to streamline their sales. Recommendation algorithms for individual users have been extensively studied over the past decade. Most…
The rapidly evolving cryptocurrency market presents unique challenges for investment due to its inherent volatility and evolving regulatory environment. Collective price movements can be exploited to construct diversified portfolios with…
At the light of regularized dynamic time warping kernels, this paper reconsider the concept of time elastic centroid (TEC) for a set of time series. From this perspective, we show first how TEC can easily be addressed as a preimage problem.…
We consider the problem of decentralized clustering and estimation over multi-task networks, where agents infer and track different models of interest. The agents do not know beforehand which model is generating their own data. They also do…