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We aim to cluster financial assets in order to identify a small set of stocks to approximate the level of diversification of the whole universe of stocks. We develop a data-driven approach to clustering based on a correlation blockmodel in…

Portfolio Management · Quantitative Finance 2021-08-16 Wenpin Tang , Xiao Xu , Xun Yu Zhou

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

Cluster-wise linear regression (CLR), a clustering problem intertwined with regression, is to find clusters of entities such that the overall sum of squared errors from regressions performed over these clusters is minimized, where each…

Machine Learning · Statistics 2017-08-22 Young Woong Park , Yan Jiang , Diego Klabjan , Loren Williams

Comparison of three kind of the clustering and find cost function and loss function and calculate them. Error rate of the clustering methods and how to calculate the error percentage always be one on the important factor for evaluating the…

Machine Learning · Computer Science 2014-11-14 Kamran Kowsari

Consensus clustering (or clustering aggregation) inputs $k$ partitions of a given ground set $V$, and seeks to create a single partition that minimizes disagreement with all input partitions. State-of-the-art algorithms for consensus…

Data Structures and Algorithms · Computer Science 2023-07-11 Nathan Cordner , George Kollios

Based on the online transaction data of COSCO group's centralized procurement platform, this paper studies the clustering method of time series type data. The different methods of similarity calculation, different clustering methods with…

Artificial Intelligence · Computer Science 2019-11-04 Yun Bai , Suling Jia , Xixi Li

The k-means algorithm is a partitional clustering method. Over 60 years old, it has been successfully used for a variety of problems. The popularity of k-means is in large part a consequence of its simplicity and efficiency. In this paper…

Computer Vision and Pattern Recognition · Computer Science 2013-06-11 Ognjen Arandjelovic

Using a proper model to characterize a time series is crucial in making accurate predictions. In this work we use time-varying autoregressive process (TVAR) to describe non-stationary time series and model it as a mixture of multiple stable…

Machine Learning · Statistics 2016-11-17 Jie Ding , Mohammad Noshad , Vahid Tarokh

We present a novel framework that leverages time series clustering to improve internet traffic matrix (TM) prediction using deep learning (DL) models. Traffic flows within a TM often exhibit diverse temporal behaviors, which can hinder…

Machine Learning · Computer Science 2025-09-19 Martha Cash , Alexander Wyglinski

Improving the future of healthcare starts by better understanding the current actual practices in hospital settings. This motivates the objective of discovering typical care pathways from patient data. Revealing typical care pathways can be…

Machine Learning · Computer Science 2024-12-20 Thomas Guyet , Pierre Pinson , Enoal Gesny

In the face of complex natural images, existing deep clustering algorithms fall significantly short in terms of clustering accuracy when compared to supervised classification methods, making them less practical. This paper introduces an…

Machine Learning · Computer Science 2024-08-13 Qiuyu Zhu , Liheng Hu , Sijin Wang

This paper tackles the problem of human action recognition, defined as classifying which action is displayed in a trimmed sequence, from skeletal data. Albeit state-of-the-art approaches designed for this application are all supervised, in…

Computer Vision and Pattern Recognition · Computer Science 2022-07-22 Giancarlo Paoletti , Jacopo Cavazza , Cigdem Beyan , Alessio Del Bue

In the current digital age, the volume of data generated by various cyber activities has become enormous and is constantly increasing. The data may contain valuable insights that can be harnessed to improve cyber security measures. However,…

Cryptography and Security · Computer Science 2025-03-27 Noor Saud Abd , Noor Walid Khalid , Basim Hussein Ali

Sparse linear prediction methods suffer from decreased prediction accuracy when the predictor variables have cluster structure (e.g. there are highly correlated groups of variables). To improve prediction accuracy, various methods have been…

Machine Learning · Statistics 2022-02-03 Rebecca Marion , Johannes Lederer , Bernadette Govaerts , Rainer von Sachs

Feature selection is an essential problem in computer vision, important for category learning and recognition. Along with the rapid development of a wide variety of visual features and classifiers, there is a growing need for efficient…

Computer Vision and Pattern Recognition · Computer Science 2014-12-01 Marius Leordeanu , Alexandra Radu , Rahul Sukthankar

Classical approaches in cluster analysis are typically based on a feature space analysis. However, many applications lead to datasets with additional spatial information and a ground truth with spatially coherent classes, which will not…

Numerical Analysis · Mathematics 2021-04-27 Pascal Fernsel

Clustering is an unsupervised learning method that constitutes a cornerstone of an intelligent data analysis process. It is used for the exploration of inter-relationships among a collection of patterns, by organizing them into homogeneous…

Machine Learning · Computer Science 2010-04-13 G. Nathiya , S. C. Punitha , M. Punithavalli

Clustering has long been a popular unsupervised learning approach to identify groups of similar objects and discover patterns from unlabeled data in many applications. Yet, coming up with meaningful interpretations of the estimated clusters…

Methodology · Statistics 2020-05-26 Minjie Wang , Tianyi Yao , Genevera I. Allen

There is a long history of research into time series clustering using distance-based partitional clustering. Many of the most popular algorithms adapt k-means (also known as Lloyd's algorithm) to exploit time dependencies in the data by…

Machine Learning · Computer Science 2024-10-21 Christopher Holder , Anthony Bagnall , Jason Lines

The paper tackles the problem of clustering multiple networks, directed or not, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of…

Statistics Theory · Mathematics 2023-11-07 Tabea Rebafka