Multivariate analysis in vector time series

This paper reviews the applications of classical multivariate techniques for discrimination, clustering and dimension reduction for time series data. It is shown that the discrimination problem can be seen as a model selection problem. Some of the results obtained in the time domain are reviewed. Clustering time series requires the definition of an adequate metric between univariate time series and several possible metrics are analyzed. Dimension reduction has been a very active line of research in the time series literature and the dynamic principal components or canonical analysis of Box and Tiao (1977) and the factor model as developed by Peña and Box (1987) and Peña and Poncela (1998) are analyzed. The relation between the nonstationary factor model and the cointegration literature is also reviewed

Comparative Analysis of Various Data Stream Mining Procedures and Various Dimension Reduction Techniques

In recent years data mining is contributing to be the great research area, as we know data mining is the process of extracting needful information from the given set of data which will be further used for various purposes, it could be for commercial use or for scientific use .while fetching the information (mined data) proper methodologies with good approximations have to be used .In our survey we have provided the study about various data stream clustering techniques and various dimension reduction techniques with their characteristics to improve the quality of clustering, we have also provided our approach(our proposal) for clustering the streamed data using suitable procedures ,In our approach for stream data mining a dimension reduction technique have been used then after the Fuzzy C-means algorithm have been applied on it to improve the quality of clustering. Keywords: Data Stream, Dimension Reduction, Clusterin

MULTIVARIATE ANALYSIS IN VECTOR TIME SERIES

This paper reviews the applications of classical multivariate techniques for discrimination, clustering and dimension reduction for time series data. It is shown that the discrimination problem can be seen as a model selection problem. Some of the results obtained in the time domain are reviewed. Clustering time series requires the definition of an adequate metric between univariate time series and several possible metrics are analyzed. Dimension reduction has been a very active line of research in the time series literature and the dynamic principal components or canonical analysis of Box and Tiao (1977) and the factor model as developed by Peña and Box (1987) and Peña and Poncela (1998) are analyzed. The relation between the nonstationary factor model and the cointegration literature is also reviewed.

Dimension Reduction Techniques for l_p (1<p<2), with Applications

For Euclidean space (l_2), there exists the powerful dimension reduction transform of Johnson and Lindenstrauss [Conf. in modern analysis and probability, AMS 1984], with a host of known applications. Here, we consider the problem of dimension reduction for all l_p spaces 1<p<2. Although strong lower bounds are known for dimension reduction in l_1, Ostrovsky and Rabani [JACM 2002] successfully circumvented these by presenting an l_1 embedding that maintains fidelity in only a bounded distance range, with applications to clustering and nearest neighbor search. However, their embedding techniques are specific to l_1 and do not naturally extend to other norms. In this paper, we apply a range of advanced techniques and produce bounded range dimension reduction embeddings for all of 1<p<2, thereby demonstrating that the approach initiated by Ostrovsky and Rabani for l_1 can be extended to a much more general framework. We also obtain improved bounds in terms of the intrinsic dimensionality. As a result we achieve improved bounds for proximity problems including snowflake embeddings and clustering