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Motivated by the problem of computing investment portfolio weightings we investigate various methods of clustering as alternatives to traditional mean-variance approaches. Such methods can have significant benefits from a practical point of…

Machine Learning · Computer Science 2015-02-19 Aldo Pacchiano , Oliver Williams

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

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…

The last decades have not only been characterized by an explosive growth of data, but also an increasing appreciation of data as a valuable resource. Their value comes with the ability to extract meaningful patterns that are of economic,…

Machine Learning · Statistics 2020-02-27 Jonas I. Liechti , Sebastian Bonhoeffer

We present a new algorithm for clustering longitudinal data. Data of this type can be conceptualized as consisting of individuals and, for each such individual, observations of a time-dependent variable made at various times. Generically,…

Machine Learning · Computer Science 2026-03-17 Marie-Pierre Sylvestre , Laurence Boulanger

This paper explores the critical role of data clustering in data science, emphasizing its methodologies, tools, and diverse applications. Traditional techniques, such as partitional and hierarchical clustering, are analyzed alongside…

Artificial Intelligence · Computer Science 2025-10-07 Tai Dinh , Wong Hauchi , Daniil Lisik , Michal Koren , Dat Tran , Philip S. Yu , Joaquín Torres-Sospedra

The advent of the big data paradigm has transformed how industries manage and analyze information, ushering in an era of unprecedented data volume, velocity, and variety. Within this landscape, mixed-data clustering has become a critical…

Machine Learning · Computer Science 2025-12-04 Guillaume Guerard , Sonia Djebali

Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption…

Methodology · Statistics 2025-09-05 Ziling Ma , Ángel López-Oriona , Hernando Ombao , Ying Sun

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

Spatial clustering is a crucial field, finding universal use across criminology, pathology, and urban planning. However, most spatial clustering algorithms cannot pull information from nearby nodes and suffer performance drops when dealing…

Machine Learning · Computer Science 2025-03-12 Aidan Gao , Junhong Lin

Temporal data, obtained in the setting where it is only possible to observe one time point per experiment, is widely used in different research fields, yet remains insufficiently addressed from the statistical point of view. Such data often…

Methodology · Statistics 2025-03-10 Polina Arsenteva , Mohamed Amine Benadjaoud , Hervé Cardot

Time series clustering is a central machine learning task with applications in many fields. While the majority of the methods focus on real-valued time series, very few works consider series with discrete response. In this paper, the…

Machine Learning · Statistics 2023-04-25 Ángel López Oriona , Christian Weiss , José Antonio Vilar

Deep neural networks have recently achieved state of the art performance thanks to new training algorithms for rapid parameter estimation and new regularization methods to reduce overfitting. However, in practice the network architecture…

Machine Learning · Computer Science 2016-03-04 Minyoung Kim , Luca Rigazio

In complex systems, events occur at irregular intervals that inherently encode the underlying dynamics of the system. Analyzing the temporal clustering of these events reveals critical insights into the non-random patterns and the temporal…

Data Analysis, Statistics and Probability · Physics 2026-03-20 Ambedkar Sanket Sukdeo , K. Shri Vignesh , Sachin S. Gunthe , T Narayan Rao , Amit Kumar Patra , R. I. Sujith

We survey agglomerative hierarchical clustering algorithms and discuss efficient implementations that are available in R and other software environments. We look at hierarchical self-organizing maps, and mixture models. We review grid-based…

Information Retrieval · Computer Science 2011-05-03 Fionn Murtagh , Pedro Contreras

Time series data are often obtained only within a limited time range due to interruptions during observation process. To classify such partial time series, we need to account for 1) the variable-length data drawn from 2) different…

Machine Learning · Computer Science 2022-07-14 Azusa Sawada , Taiki Miyagawa , Akinori F. Ebihara , Shoji Yachida , Toshinori Hosoi

Clustering is one of the main tasks in exploratory data analysis and descriptive statistics where the main objective is partitioning observations in groups. Clustering has a broad range of application in varied domains like climate,…

Databases · Computer Science 2012-03-20 Saptarsi Goswami , Amlan Chakrabarti

Data is essential to performing time series analysis utilizing machine learning approaches, whether for classic models or today's large language models. A good time-series dataset is advantageous for the model's accuracy, robustness, and…

Machine Learning · Computer Science 2024-04-29 Chenxi Sun , Hongyan Li , Yaliang Li , Shenda Hong

Spectral clustering is one of the most effective clustering approaches that capture hidden cluster structures in the data. However, it does not scale well to large-scale problems due to its quadratic complexity in constructing similarity…

Machine Learning · Computer Science 2019-11-26 Lingfei Wu , Pin-Yu Chen , Ian En-Hsu Yen , Fangli Xu , Yinglong Xia , Charu Aggarwal

A considerable amount of clustering algorithms take instance-feature matrices as their inputs. As such, they cannot directly analyze time series data due to its temporal nature, usually unequal lengths, and complex properties. This is a…

Artificial Intelligence · Computer Science 2019-06-04 Qi Lei , Jinfeng Yi , Roman Vaculin , Lingfei Wu , Inderjit S. Dhillon
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