相关论文: Autoregressive Mixture Models for Serial Correlati…
There is a need for the development of models that are able to account for discreteness in data, along with its time series properties and correlation. Our focus falls on INteger-valued AutoRegressive (INAR) type models. The INAR type…
Covariance matrices provide a valuable source of information about complex interactions and dependencies within the data. However, from a clustering perspective, this information has often been underutilized and overlooked. Indeed, commonly…
Clustering of time series based on their underlying dynamics is keeping attracting researchers due to its impacts on assisting complex system modelling. Most current time series clustering methods handle only scalar time series, treat them…
Mixture model-based clustering, usually applied to multidimensional data, has become a popular approach in many data analysis problems, both for its good statistical properties and for the simplicity of implementation of the…
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…
Time series data analysis is prevalent across various domains, including finance, healthcare, and environmental monitoring. Traditional time series clustering methods often struggle to capture the complex temporal dependencies inherent in…
The task of clustering unlabeled time series and sequences entails a particular set of challenges, namely to adequately model temporal relations and variable sequence lengths. If these challenges are not properly handled, the resulting…
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…
Time-series data arise in many medical and biological imaging scenarios. In such images, a time-series is obtained at each of a large number of spatially-dependent data units. It is interesting to organize these data into model-based…
Unsupervised clustering of curves according to their shapes is an important problem with broad scientific applications. The existing model-based clustering techniques either rely on simple probability models (e.g., Gaussian) that are not…
We present an original and novel method based on random matrix approach that enables to distinguish the respective role of temporal autocorrelations inside given time series and cross correlations between various time series. The proposed…
Bayesian non-parametric methods based on Dirichlet process mixtures have seen tremendous success in various domains and are appealing in being able to borrow information by clustering samples that share identical parameters. However, such…
An increasing body of research focuses on using neural networks to model time series. A common assumption in training neural networks via maximum likelihood estimation on time series is that the errors across time steps are uncorrelated.…
Time series clustering is the process of grouping time series with respect to their similarity or characteristics. Previous approaches usually combine a specific distance measure for time series and a standard clustering method. However,…
We propose a novel model-based clustering approach for samples of time series. We assume as a unique commonality that two observations belong to the same group if structural changes in their behaviours happen at the same time. We resort to…
Data represented as covariance-type matrices arise in many fields, including brain functional connectivity and diffusion tensor imaging. We develop the MFM-Wishart, a Bayesian model-based clustering approach for such data that combines…
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…
In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…
Time series shapelets are discriminative subsequences that have been recently found effective for time series clustering (TSC). The shapelets are convenient for interpreting the clusters. Thus, the main challenge for TSC is to discover…
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…