Related papers: Granger Causality Based Hierarchical Time Series C…
Clustering is a widely used technique with a long and rich history in a variety of areas. However, most existing algorithms do not scale well to large datasets, or are missing theoretical guarantees of convergence. This paper introduces a…
Clustering methods are a valuable tool for the identification of patterns in high dimensional data with applications in many scientific problems. However, quantifying uncertainty in clustering is a challenging problem, particularly when…
A novel elastic time distance for sparse multivariate functional data is proposed and used to develop a robust distance-based two-layer partition clustering method. With this proposed distance, the new approach not only can detect correct…
We introduce a novel statistical significance-based approach for clustering hierarchical data using semi-parametric linear mixed-effects models designed for responses with laws in the exponential family (e.g., Poisson and Bernoulli). Within…
Time series clustering is an essential machine learning task with applications in many disciplines. While the majority of the methods focus on time series taking values on the real line, very few works consider time series defined on the…
Most of the metrics used for detecting a causal relationship among multiple time series ignore the effects of practical measurement impairments, such as finite sample effects, undersampling and measurement noise. It has been shown that…
Introduced more than a half century ago, Granger causality has become a popular tool for analyzing time series data in many application domains, from economics and finance to genomics and neuroscience. Despite this popularity, the validity…
We study the problem of clustering sequences of unlabeled point sets taken from a common metric space. Such scenarios arise naturally in applications where a system or process is observed in distinct time intervals, such as biological…
We present a structural clustering algorithm for large-scale datasets of small labeled graphs, utilizing a frequent subgraph sampling strategy. A set of representatives provides an intuitive description of each cluster, supports the…
Identification of the clusters from an unlabeled data set is one of the most important problems in Unsupervised Machine Learning. The state of the art clustering algorithms are based on either the statistical properties or the geometric…
A novel non-parametric estimator of the correlation between grouped measurements of a quantity is proposed in the presence of noise. This work is primarily motivated by functional brain network construction from fMRI data, where brain…
We propose a general statistical framework for clustering multiple time series that exhibit nonlinear dynamics into an a-priori-unknown number of sub-groups. Our motivation comes from neuroscience, where an important problem is to identify,…
Clustering high-dimensional data is a critical challenge in machine learning due to the curse of dimensionality and the presence of noise. Traditional clustering algorithms often fail to capture the intrinsic structures in such data. This…
Clustering analysis of functional data, which comprises observations that evolve continuously over time or space, has gained increasing attention across various scientific disciplines. Practical applications often involve functional data…
Complex systems are typically characterized by intricate internal dynamics that are often hard to elucidate. Ideally, this requires methods that allow to detect and classify in unsupervised way the microscopic dynamical events occurring in…
Starting from a dataset with input/output time series generated by multiple deterministic linear dynamical systems, this paper tackles the problem of automatically clustering these time series. We propose an extension to the so-called…
Peer-grouping is used in many sectors for organisational learning, policy implementation, and benchmarking. Clustering provides a statistical, data-driven method for constructing meaningful peer groups, but peer groups must be compatible…
Understanding causal relationships in time series is fundamental to many domains, including neuroscience, economics, and behavioral science. Granger causality is one of the well-known techniques for inferring causality in time series.…
We propose a novel approach to the problem of clustering hierarchically aggregated time-series data, which has remained an understudied problem though it has several commercial applications. We first group time series at each aggregated…
The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…