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The following working document summarizes our work on the clustering of financial time series. It was written for a workshop on information geometry and its application for image and signal processing. This workshop brought several experts…

Statistical Finance · Quantitative Finance 2016-03-28 Gautier Marti , Frank Nielsen , Philippe Donnat , Sébastien Andler

Clustering has received much attention in Statistics and Machine learning with the aim of developing statistical models and autonomous algorithms which are capable of acquiring information from raw data in order to perform exploratory…

Methodology · Statistics 2022-07-26 Victor Muthama Musau , Carlo Gaetan , Paolo Girardi

Fuzzy clustering has become a widely used data mining technique and plays an important role in grouping, traversing and selectively using data for user specified applications. The deterministic Fuzzy C-Means (FCM) algorithm may result in…

Neural and Evolutionary Computing · Computer Science 2018-10-23 Saptarshi Sengupta , Sanchita Basak , Richard Alan Peters

Clustering is one of the major roles in data mining that is widely application in pattern recognition and image segmentation. Fuzzy C-means (FCM) is the most used clustering algorithm that proven efficient, fast and easy to implement,…

Machine Learning · Computer Science 2019-08-01 Andy Arief Setyawan , Ahmad Ilham

Clustering is a central tool in biomedical research for discovering heterogeneous patient subpopulations, where group boundaries are often diffuse rather than sharply separated. Traditional methods produce hard partitions, whereas soft…

Methodology · Statistics 2026-01-07 Qiuyi Wu , Zihan Zhu , Anru R. Zhang

This paper addresses the ambitious goal of merging two different approaches to group detection in complex domains: one based on fuzzy clustering and the other on community detection theory. To achieve this, two clustering algorithms are…

A general framework for dealing with both linear regression and clustering problems is described. It includes Gaussian clusterwise linear regression analysis with random covariates and cluster analysis via Gaussian mixture models with…

Methodology · Statistics 2015-10-13 Giuliano Galimberti , Annamaria Manisi , Gabriele Soffritti

Fuzzy clustering methods allow the objects to belong to several clusters simultaneously, with different degrees of membership. However, a factor that influences the performance of fuzzy algorithms is the value of fuzzifier parameter. In…

Methodology · Statistics 2015-10-08 Carmela Iorio , Gianluca Frasso , Antonio D'Ambrosio , Roberta Siciliano

We propose a novel method for building fuzzy clusters of large data sets, using a smoothing numerical approach. The usual sum-of-squares criterion is relaxed so the search for good fuzzy partitions is made on a continuous space, rather than…

Machine Learning · Statistics 2022-07-12 David Masis , Esteban Segura , Javier Trejos , Adilson Xavier

Medical image segmentation demands an efficient and robust segmentation algorithm against noise. The conventional fuzzy c-means algorithm is an efficient clustering algorithm that is used in medical image segmentation. But FCM is highly…

Computer Vision and Pattern Recognition · Computer Science 2010-04-13 S. Zulaikha Beevi , M. Mohammed Sathik , K. Senthamaraikannan

Statistical jump models have been recently introduced to detect persistent regimes by clustering temporal features and discouraging frequent regime changes. However, they are limited to hard clustering and thereby do not account for…

Methodology · Statistics 2025-10-01 Federico P. Cortese , Antonio Pievatolo , Elisa Maria Alessi

In real-world application scenarios, the identification of groups poses a significant challenge due to possibly occurring outliers and existing noise variables. Therefore, there is a need for a clustering method which is capable of…

With the rapid advances of microarray technologies, large amounts of high-dimensional gene expression data are being generated, which poses significant computational challenges. A first step towards addressing this challenge is the use of…

Computer Vision and Pattern Recognition · Computer Science 2013-02-14 P. K. Nizar Banu , H. Hannah Inbarani

Time-series clustering serves as a powerful data mining technique for time-series data in the absence of prior knowledge about clusters. A large amount of time-series data with large size has been acquired and used in various research…

Signal Processing · Electrical Eng. & Systems 2024-05-21 Tomoki Inoue , Koyo Kubota , Tsubasa Ikami , Yasuhiro Egami , Hiroki Nagai , Takahiro Kashikawa , Koichi Kimura , Yu Matsuda

In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…

Machine Learning · Statistics 2023-05-02 Ángel López Oriona , Pablo Montero Manso , José Antonio Vilar Fernández

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…

Machine Learning · Statistics 2024-10-16 Yijia Zhou , Kyle A. Gallivan , Adrian Barbu

Distributional (or distribution-valued) data are a new type of data arising from several sources and are considered as realizations of distributional variables. A new set of fuzzy c-means algorithms for data described by distributional…

Machine Learning · Statistics 2016-05-03 Antonio Irpino , Francisco De Carvalho , Rosanna Verde

In this paper a fuzzy clustering model for fuzzy data with outliers is proposed. The model is based on Wasserstein distance between interval valued data which is generalized to fuzzy data. In addition, Keller's approach is used to identify…

Computer Vision and Pattern Recognition · Computer Science 2015-03-17 M. H. Fazel Zarandi , Zahra S. Razaee

Clustering data is a popular feature in the field of unsupervised machine learning. Most algorithms aim to find the best method to extract consistent clusters of data, but very few of them intend to cluster data that share the same…

Machine Learning · Computer Science 2022-06-22 Jean-Sébastien Dessureault , Daniel Massicotte

Clustering has many important applications in computer science, but real-world datasets often contain outliers. Moreover, the presence of outliers can make the clustering problems to be much more challenging. To reduce the complexities,…

Data Structures and Algorithms · Computer Science 2020-05-04 Hu Ding , Jiawei Huang , Haikuo Yu