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In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time.…

Statistical Finance · Quantitative Finance 2008-12-02 Alessandro De Gregorio , Stefano Maria Iacus

Dynamic networks are a general language for describing time-evolving complex systems, and discrete time network models provide an emerging statistical technique for various applications. It is a fundamental research question to detect the…

Methodology · Statistics 2017-12-21 Kevin H. Lee , Lingzhou Xue , David R. Hunter

Finite mixture models that allow for a broad range of potentially non-elliptical cluster distributions is an emerging methodological field. Such methods allow for the shape of the clusters to match the natural heterogeneity of the data,…

Clustering of time series is a well-studied problem, with applications ranging from quantitative, personalized models of metabolism obtained from metabolite concentrations to state discrimination in quantum information theory. We consider a…

Optimization and Control · Mathematics 2025-08-22 Mengjia Niu , Xiaoyu He , Petr Ryšavý , Quan Zhou , Jakub Marecek

In 1961 Herbert Simon and Albert Ando published the theory behind the long-term behavior of a dynamical system that can be described by a nearly uncoupled matrix. Over the past fifty years this theory has been used in a variety of contexts,…

Numerical Analysis · Mathematics 2012-04-26 Carl D. Meyer , Charles D. Wessell

Clustering high-dimensional spatiotemporal data using an unsupervised approach is a challenging problem for many data-driven applications. Existing state-of-the-art methods for unsupervised clustering use different similarity and distance…

Machine Learning · Computer Science 2023-09-15 Omar Faruque , Francis Ndikum Nji , Mostafa Cham , Rohan Mandar Salvi , Xue Zheng , Jianwu Wang

We use a cluster ensemble to determine the number of clusters, k, in a group of data. A consensus similarity matrix is formed from the ensemble using multiple algorithms and several values for k. A random walk is induced on the graph…

Machine Learning · Statistics 2014-08-06 Shaina Race , Carl Meyer , Kevin Valakuzhy

It is often of interest to perform clustering on longitudinal data, yet it is difficult to formulate an intuitive model for which estimation is computationally feasible. We propose a model-based clustering method for clustering objects that…

Methodology · Statistics 2020-05-19 Daniel K. Sewell , Yuguo Chen , William Bernhard , Tracy Sulkin

Background: How to extract useful information from complex biological networks is a major goal in many fields, especially in genomics and proteomics. We have shown in several works that iterative hierarchical clustering, as implemented in…

Molecular Networks · Quantitative Biology 2012-12-20 Rodrigo Aldecoa , Ignacio Marín

We present a method for hierarchical clustering of data called {\it mutual information clustering} (MIC) algorithm. It uses mutual information (MI) as a similarity measure and exploits its grouping property: The MI between three objects $X,…

Quantitative Methods · Quantitative Biology 2007-05-23 Alexander Kraskov , Harald Stoegbauer , Ralph G. Andrzejak , Peter Grassberger

Many methods have been developed for data clustering, such as k-means, expectation maximization and algorithms based on graph theory. In this latter case, graphs are generally constructed by taking into account the Euclidian distance as a…

Data Analysis, Statistics and Probability · Physics 2011-01-27 Francisco A. Rodrigues , Guilherme Ferraz de Arruda , Luciano da Fontoura Costa

"mdendro" is an R package that provides a comprehensive collection of linkage methods for agglomerative hierarchical clustering on a matrix of proximity data (distances or similarities), returning a multifurcated dendrogram or…

Information Retrieval · Computer Science 2025-09-16 Alberto Fernández , Sergio Gómez

Change detection in heterogeneous multitemporal satellite images is a challenging and still not much studied topic in remote sensing and earth observation. This paper focuses on comparison of image pairs covering the same geographical area…

Computer Vision and Pattern Recognition · Computer Science 2017-02-13 Luigi Tommaso Luppino , Stian Normann Anfinsen , Gabriele Moser , Robert Jenssen , Filippo Maria Bianchi , Sebastiano Serpico , Gregoire Mercier

When dealing with non-stationary systems, for which many time series are available, it is common to divide time in epochs, i.e. smaller time intervals and deal with short time series in the hope to have some form of approximate stationarity…

Data Analysis, Statistics and Probability · Physics 2021-11-17 Manan Vyas , T. Guhr , T. H. Seligman

Increased deployment of residential smart meters has made it possible to record energy consumption data on short intervals. These data, if used efficiently, carry valuable information for managing power demand and increasing energy…

Other Computer Science · Computer Science 2019-03-05 Nameer Al Khafaf , Mahdi Jalili , Peter Sokolowski

A new technique is presented to design energy-efficient large-scale tracking systems based on mobile clustering. The new technique optimizes the formation of mobile clusters to minimize energy consumption in large-scale tracking systems.…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-11 Hesham Alfares , Abdulrahman Abu Elkhail , Uthman Baroudi

Spectral clustering is a novel clustering method which can detect complex shapes of data clusters. However, it requires the eigen decomposition of the graph Laplacian matrix, which is proportion to $O(n^3)$ and thus is not suitable for…

Machine Learning · Computer Science 2013-07-02 Nguyen Lu Dang Khoa , Sanjay Chawla

Synchronization cluster analysis is an approach to the detection of underlying structures in data sets of multivariate time series, starting from a matrix R of bivariate synchronization indices. A previous method utilized the eigenvectors…

Data Analysis, Statistics and Probability · Physics 2007-12-20 Carsten Allefeld , Stephan Bialonski

We present a new approach to clustering, based on the physical properties of an inhomogeneous ferromagnet. No assumption is made regarding the underlying distribution of the data. We assign a Potts spin to each data point and introduce an…

Disordered Systems and Neural Networks · Physics 2008-02-03 Marcelo Blatt , Shai Wiseman , Eytan Domany

Getting a robust time-series clustering with best choice of distance measure and appropriate representation is always a challenge. We propose a novel mechanism to identify the clusters combining learned compact representation of…

Machine Learning · Computer Science 2021-01-12 Soma Bandyopadhyay , Anish Datta , Arpan Pal