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We consider the problem of analyzing multivariate time series collected on multiple subjects, with the goal of identifying groups of subjects exhibiting similar trends in their recorded measurements over time as well as time-varying groups…

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,…

Machine Learning · Statistics 2019-03-05 Alexander Lin , Yingzhuo Zhang , Jeremy Heng , Stephen A. Allsop , Kay M. Tye , Pierre E. Jacob , Demba Ba

The statistical analysis of group studies in neuroscience is particularly challenging due to the complex spatio-temporal nature of the data, its multiple levels and the inter-individual variability in brain responses. In this respect,…

Methodology · Statistics 2025-05-15 Nicolò Margaritella , Vanda Inácio , Ruth King

Although there is a rapidly growing literature on dynamic connectivity methods, the primary focus has been on separate network estimation for each individual, which fails to leverage common patterns of information. We propose novel…

Methodology · Statistics 2021-01-15 Suprateek Kundu , Jin Ming , Joe Nocera , Keith M. McGregor

We present a Bayesian approach for modeling multivariate, dependent functional data. To account for the three dominant structural features in the data--functional, time dependent, and multivariate components--we extend hierarchical dynamic…

Methodology · Statistics 2019-07-02 Daniel R. Kowal , David S. Matteson , David Ruppert

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…

Machine Learning · Computer Science 2024-08-23 Ryoichi Ishizuka , Takashi Imai , Kaoru Kawamoto

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

We present a method for the joint analysis of a panel of possibly nonstationary time series. The approach is Bayesian and uses a covariate-dependent infinite mixture model to incorporate multiple time series, with mixture components…

Methodology · Statistics 2020-06-05 Michael Bertolacci , Ori Rosen , Edward Cripps , Sally Cripps

We introduce a novel class of Bayesian mixtures for normal linear regression models which incorporates a further Gaussian random component for the distribution of the predictor variables. The proposed cluster-weighted model aims to…

Methodology · Statistics 2026-05-26 Panagiotis Papastamoulis , Konstantinos Perrakis

We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameters, our proposal allows each time-series to dynamically…

Applications · Statistics 2020-02-06 Victhor S. Sartório , Thaís C. O. Fonseca

Multivariate time-dependent data, where multiple features are observed over time for a set of individuals, are increasingly widespread in many application domains. To model these data we need to account for relations among both time…

Methodology · Statistics 2021-04-08 Alessandro Casa , Charles Bouveyron , Elena Erosheva , Giovanna Menardi

Motivated by the need to model the dependence between regions of interest in functional neuroconnectivity for efficient inference, we propose a new sampling-based Bayesian clustering approach for covariance structures of high-dimensional…

Methodology · Statistics 2024-01-09 Hyoshin Kim , Sujit K. Ghosh , Adriana Di Martino , Emily C. Hector

Many studies of biomedical time series signals aim to measure the association between frequency-domain properties of time series and clinical and behavioral covariates. However, the time-varying dynamics of these associations are largely…

Methodology · Statistics 2016-10-05 Scott A. Bruce , Martica H. Hall , Daniel J. Buysse , Robert T. Krafty

Spatial statistical models are commonly used in geographical scenarios to ensure spatial variation is captured effectively. However, spatial models and cluster algorithms can be complicated and expensive. This paper pursues three main…

A Bayesian multivariate model with a structured covariance matrix for multi-way nested data is proposed. This flexible modeling framework allows for positive and for negative associations among clustered observations, and generalizes the…

Methodology · Statistics 2024-08-27 Stef Baas , Richard J. Boucherie , Jean-Paul Fox

The problem of missing values in multivariable time series is a key challenge in many applications such as clinical data mining. Although many imputation methods show their effectiveness in many applications, few of them are designed to…

Machine Learning · Computer Science 2020-03-04 Ye Xue , Diego Klabjan , Yuan Luo

Motivated by distinct walking patterns in real-world free-living gait data, this paper proposes an innovative curve-based sampling scheme for the analysis of functional data characterized by a mixture of covariance structures. Traditional…

Methodology · Statistics 2025-04-10 Yian Yu , Bo Wang , Jian Qing Shi

This article introduces a flexible and adaptive nonparametric method for estimating the association between multiple covariates and power spectra of multiple time series. The proposed approach uses a Bayesian sum of trees model to capture…

Methodology · Statistics 2021-10-01 Yakun Wang , Zeda Li , Scott A. Bruce

Statistical methods for reconstructing networks from repeated measurements typically assume that all measurements are generated from the same underlying network structure. This need not be the case, however. People's social networks might…

Social and Information Networks · Computer Science 2022-01-25 Jean-Gabriel Young , Alec Kirkley , M. E. J. Newman

This work relates the framework of model-based clustering for spatial functional data where the data are surfaces. We first introduce a Bayesian spatial spline regression model with mixed-effects (BSSR) for modeling spatial function data.…

Methodology · Statistics 2015-08-05 Faicel Chamroukhi
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