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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…

Applications · Statistics 2024-02-15 Ángel López-Oriona , Ying Sun , Rosa M. Crujeiras

Through Ecological Momentary Assessment (EMA) studies, a number of time-series data is collected across multiple individuals, continuously monitoring various items of emotional behavior. Such complex data is commonly analyzed in an…

Machine Learning · Computer Science 2023-10-12 Mandani Ntekouli , Gerasimos Spanakis , Lourens Waldorp , Anne Roefs

Intermittent renewable energy resources like wind and solar pose great uncertainty of multiple time scales, from minutes to years, on the design and operation of power systems. Energy system optimization models have been developed to find…

Optimization and Control · Mathematics 2022-04-27 Yuheng Zhang , Vivian Cheng , Dharik S. Mallapragada , Jie Song , Guannan He

Recently there has been an increase in the studies on time-series data mining specifically time-series clustering due to the vast existence of time-series in various domains. The large volume of data in the form of time-series makes it…

Machine Learning · Computer Science 2019-12-06 Hossein Kamalzadeh , Abbas Ahmadi , Saeed Mansour

The structure of defect clusters formed in a displacement cascade plays a significant role in the micro-structural evolution during irradiation. Molecular dynamics simulations have been widely used to study collision cascades and subsequent…

Computational Physics · Physics 2024-02-02 Utkarsh Bhardwaj , Andrea E. Sand , Manoj Warrier

In several environmental applications data are functions of time, essentially con- tinuous, observed and recorded discretely, and spatially correlated. Most of the methods for analyzing such data are extensions of spatial statistical tools…

Methodology · Statistics 2011-06-28 Elvira Romano , Antonio Balzanella , Rosanna Verde

A model based clustering procedure for data of mixed type, clustMD, is developed using a latent variable model. It is proposed that a latent variable, following a mixture of Gaussian distributions, generates the observed data of mixed type.…

Methodology · Statistics 2015-11-06 Damien McParland , Isobel Claire Gormley

This paper proposes a novel data-driven approach for identifying and modelling areas with similar temperature variations throufigureh clustering and Space-Time AutoRegressive (STAR) models. Using annual temperature data from 168 countries…

Applications · Statistics 2026-01-30 Edoardo Otranto

Although distance measures are used in many machine learning algorithms, the literature on the context-independent selection and evaluation of distance measures is limited in the sense that prior knowledge is used. In cluster analysis,…

Machine Learning · Computer Science 2021-08-24 Michael C. Thrun

Time series clustering is essential in scientific applications, yet methods for functional time series, collections of infinite-dimensional curves treated as random elements in a Hilbert space, remain underdeveloped. This work presents…

Methodology · Statistics 2025-04-03 Angel Lopez-Oriona , Ying Sun , Han Lin Shang

We study the problem of applying spectral clustering to cluster multi-scale data, which is data whose clusters are of various sizes and densities. Traditional spectral clustering techniques discover clusters by processing a similarity…

Machine Learning · Computer Science 2020-06-09 Xiang Li , Ben Kao , Caihua Shan , Dawei Yin , Martin Ester

In this work a robust clustering algorithm for stationary time series is proposed. The algorithm is based on the use of estimated spectral densities, which are considered as functional data, as the basic characteristic of stationary time…

Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However,…

Statistics Theory · Mathematics 2024-03-25 Nicholas Waltz

We develop a new method to find the number of volatility regimes in a nonstationary financial time series by applying unsupervised learning to its volatility structure. We use change point detection to partition a time series into locally…

Statistical Finance · Quantitative Finance 2022-11-15 Arjun Prakash , Nick James , Max Menzies , Gilad Francis

We present a new method for clustering based on compression. The method doesn't use subject-specific features or background knowledge, and works as follows: First, we determine a universal similarity distance, the normalized compression…

Computer Vision and Pattern Recognition · Computer Science 2007-05-23 Rudi Cilibrasi , Paul Vitanyi

Time series, as one of the most fundamental representations of sequential data, has been extensively studied across diverse disciplines, including computer science, biology, geology, astronomy, and environmental sciences. The advent of…

Machine Learning · Computer Science 2024-12-31 John Paparrizos , Fan Yang , Haojun Li

This study aimed to find temporal clusters for several commodity prices using the threshold non-linear autoregressive model. It is expected that the process of determining the commodity groups that are time-dependent will advance the…

Machine Learning · Statistics 2016-05-04 Sipan Aslan , Ceylan Yozgatligil , Cem Iyigun

In this work, we introduce a novel methodology for divisive hierarchical clustering. Our divisive (``top-down'') approach is motivated by the fact that agglomerative hierarchical clustering (``bottom-up''), which is commonly used for…

Methodology · Statistics 2025-10-07 Jan O. Bauer

This paper introduces a new clustering technique, called {\em dimensional clustering}, which clusters each data point by its latent {\em pointwise dimension}, which is a measure of the dimensionality of the data set local to that point.…

Machine Learning · Statistics 2018-05-29 Shohei Hidaka , Neeraj Kashyap

Biclustering algorithms partition data and covariates simultaneously, providing new insights in several domains, such as analyzing gene expression to discover new biological functions. This paper develops a new model-free biclustering…

Methodology · Statistics 2022-08-09 Marcos Matabuena , J. C Vidal , Oscar Hernan Madrid Padilla , Dino Sejdinovic