Robust DTW-based entropy fuzzy clustering of time series

Time series are complex data objects whose partitioning into homogeneous groups is still a challenging task, especially in the presence of outliers or noisy data. To address the problem of robustness against outliers in clustering techniques, this paper proposes a robust fuzzy C-medoids method based on entropy regularization. In-depth, we use an appropriate exponential transformation of the dissimilarity based on Dynamic Time Warping, which can be computed also for time series of different length. In addition, the fuzzy framework provides the necessary flexibility to cope with the complexity of the features space. It allows a time series to be assigned to more than one group, considering potential switching behaviours. Moreover, the use of a medoids-based approach enables the identification of observed representative objects within the dataset, thus enhancing interpretability for practical applications. Through an extensive simulation study, we successfully demonstrate the effectiveness of our proposal, comparing and emphasizing its strengths. Finally, our proposed methodology is applied to the daily mean concentrations of three air pollutants in 2022 in the Province of Rome. This application highlights its potential, namely the capability to intercept outliers and switching time series while preserving group structures

Fuzzy clustering with entropy regularization for interval-valued data with an application to scientific journal citations

In recent years, the research of statistical methods to analyze complex structures of data has increased. In particular, a lot of attention has been focused on the interval-valued data. In a classical cluster analysis framework, an interesting line of research has focused on the clustering of interval-valued data based on fuzzy approaches. Following the partitioning around medoids fuzzy approach research line, a new fuzzy clustering model for interval-valued data is suggested. In particular, we propose a new model based on the use of the entropy as a regularization function in the fuzzy clustering criterion. The model uses a robust weighted dissimilarity measure to smooth noisy data and weigh the center and radius components of the interval-valued data, respectively. To show the good performances of the proposed clustering model, we provide a simulation study and an application to the clustering of scientific journals in research evaluation

Fuzzy clustering of spatial interval-valued data

In this paper, two fuzzy clustering methods for spatial intervalvalued data are proposed, i.e. the fuzzy C-Medoids clustering of spatial interval-valued data with and without entropy regularization. Both methods are based on the Partitioning Around Medoids (PAM) algorithm, inheriting the great advantage of obtaining non-fictitious representative units for each cluster. In both methods, the units are endowed with a relation of contiguity, represented by a symmetric binary matrix. This can be intended both as contiguity in a physical space and as a more abstract notion of contiguity. The performances of the methods are proved by simulation, testing the methods with different contiguity matrices associated to natural clusters of units. In order to show the effectiveness of the methods in empirical studies, three applications are presented: the clustering of municipalities based on interval-valued pollutants levels, the clustering of European fact-checkers based on interval-valued data on the average number of impressions received by their tweets and the clustering of the residential zones of the city of Rome based on the interval of price values

Fuzzy clustering of spatial interval-valued data

In this paper, two fuzzy clustering methods for spatial interval-valued data are proposed, i.e. the fuzzy C-Medoids clustering of spatial interval-valued data with and without entropy regularization. Both methods are based on the Partitioning Around Medoids (PAM) algorithm, inheriting the great advantage of obtaining non-fictitious representative units for each cluster. In both methods, the units are endowed with a relation of contiguity, represented by a symmetric binary matrix. This can be intended both as contiguity in a physical space and as a more abstract notion of contiguity. The performances of the methods are proved by simulation, testing the methods with different contiguity matrices associated to natural clusters of units. In order to show the effectiveness of the methods in empirical studies, three applications are presented: the clustering of municipalities based on interval-valued pollutants levels, the clustering of European fact-checkers based on interval-valued data on the average number of impressions received by their tweets and the clustering of the residential zones of the city of Rome based on the interval of price values

Distribution-based entropy weighting clustering of skewed and heavy tailed time series

The goal of clustering is to identify common structures in a data set by forming groups of homogeneous objects. The observed characteristics of many economic time series motivated the development of classes of distributions that can accommodate properties, such as heavy tails and skewness. Thanks to its flexibility, the skewed exponential power distribution (also called skewed generalized error distribution) ensures a unified and general framework for clustering possibly skewed and heavy tailed time series. This paper develops a clustering procedure of model-based type, assuming that the time series are generated by the same underlying probability distribution but with different parameters. Moreover, we propose to optimally combine the estimated parameters to form the clusters with an entropy weighing k-means approach. The usefulness of the proposal is shown by means of application to financial time series, demonstrating also how the obtained clusters can be used to form portfolio of stocks.Peer ReviewedPostprint (published version

Fuzzy clustering with spatial-temporal information

Clustering geographical units based on a set of quantitative features observed at several time occasions requires to deal with the complexity of both space and time information. In particular, one should consider (1) the spatial nature of the units to be clustered, (2) the characteristics of the space of multivariate time trajectories, and (3) the uncertainty related to the assignment of a geographical unit to a given cluster on the basis of the above com- plex features. This paper discusses a novel spatially constrained multivariate time series clustering for units characterised by different levels of spatial proximity. In particular, the Fuzzy Partitioning Around Medoids algorithm with Dynamic Time Warping dissimilarity measure and spatial penalization terms is applied to classify multivariate Spatial-Temporal series. The clustering method has been theoretically presented and discussed using both simulated and real data, highlighting its main features. In particular, the capability of embedding different levels of proximity among units, and the ability of considering time series with different length

3D Robotic Sensing of People: Human Perception, Representation and Activity Recognition

The robots are coming. Their presence will eventually bridge the digital-physical divide and dramatically impact human life by taking over tasks where our current society has shortcomings (e.g., search and rescue, elderly care, and child education). Human-centered robotics (HCR) is a vision to address how robots can coexist with humans and help people live safer, simpler and more independent lives. As humans, we have a remarkable ability to perceive the world around us, perceive people, and interpret their behaviors. Endowing robots with these critical capabilities in highly dynamic human social environments is a significant but very challenging problem in practical human-centered robotics applications. This research focuses on robotic sensing of people, that is, how robots can perceive and represent humans and understand their behaviors, primarily through 3D robotic vision. In this dissertation, I begin with a broad perspective on human-centered robotics by discussing its real-world applications and significant challenges. Then, I will introduce a real-time perception system, based on the concept of Depth of Interest, to detect and track multiple individuals using a color-depth camera that is installed on moving robotic platforms. In addition, I will discuss human representation approaches, based on local spatio-temporal features, including new “CoDe4D” features that incorporate both color and depth information, a new “SOD” descriptor to efficiently quantize 3D visual features, and the novel AdHuC features, which are capable of representing the activities of multiple individuals. Several new algorithms to recognize human activities are also discussed, including the RG-PLSA model, which allows us to discover activity patterns without supervision, the MC-HCRF model, which can explicitly investigate certainty in latent temporal patterns, and the FuzzySR model, which is used to segment continuous data into events and probabilistically recognize human activities. Cognition models based on recognition results are also implemented for decision making that allow robotic systems to react to human activities. Finally, I will conclude with a discussion of future directions that will accelerate the upcoming technological revolution of human-centered robotics

Quantile-Based Fuzzy Clustering of Multivariate Time Series in the Frequency Domain

Financiado para publicación en acceso aberto: Universidade da Coruña/CISUG[Abstract] A novel procedure to perform fuzzy clustering of multivariate time series generated from different dependence models is proposed. Different amounts of dissimilarity between the generating models or changes on the dynamic behaviours over time are some arguments justifying a fuzzy approach, where each series is associated to all the clusters with specific membership levels. Our procedure considers quantile-based cross-spectral features and consists of three stages: (i) each element is characterized by a vector of proper estimates of the quantile cross-spectral densities, (ii) principal component analysis is carried out to capture the main differences reducing the effects of the noise, and (iii) the squared Euclidean distance between the first retained principal components is used to perform clustering through the standard fuzzy C-means and fuzzy C-medoids algorithms. The performance of the proposed approach is evaluated in a broad simulation study where several types of generating processes are considered, including linear, nonlinear and dynamic conditional correlation models. Assessment is done in two different ways: by directly measuring the quality of the resulting fuzzy partition and by taking into account the ability of the technique to determine the overlapping nature of series located equidistant from well-defined clusters. The procedure is compared with the few alternatives suggested in the literature, substantially outperforming all of them whatever the underlying process and the evaluation scheme. Two specific applications involving air quality and financial databases illustrate the usefulness of our approach.The authors are grateful to the anonymous referees for their comments and suggestions. The research of Ángel López-Oriona and José A. Vilar has been supported by the Ministerio de Economía y Competitividad (MINECO) grants MTM2017-82724-R and PID2020-113578RB-100, the Xunta de Galicia (Grupos de Referencia Competitiva ED431C-2020-14), and the Centro de Investigación del Sistema Universitario de Galicia “CITIC” grant ED431G 2019/01; all of them through the European Regional Development Fund (ERDF). This work has received funding for open access charge by Universidade da Coruña/CISUGXunta de Galicia; ED431C-2020-14Xunta de Galicia; ED431G 2019/0

Information Theoretical Importance Sampling Clustering

A current assumption of most clustering methods is that the training data and future data are taken from the same distribution. However, this assumption may not hold in most real-world scenarios. In this paper, we propose an information theoretical importance sampling based approach for clustering problems (ITISC) which minimizes the worst case of expected distortions under the constraint of distribution deviation. The distribution deviation constraint can be converted to the constraint over a set of weight distributions centered on the uniform distribution derived from importance sampling. The objective of the proposed approach is to minimize the loss under maximum degradation hence the resulting problem is a constrained minimax optimization problem which can be reformulated to an unconstrained problem using the Lagrange method. The optimization problem can be solved by both an alternative optimization algorithm or a general optimization routine by commercially available software. Experiment results on synthetic datasets and a real-world load forecasting problem validate the effectiveness of the proposed model. Furthermore, we show that fuzzy c-means is a special case of ITISC with the logarithmic distortion, and this observation provides an interesting physical interpretation for fuzzy exponent $m$.Comment: 15 pages, 9 figure

Copula-based fuzzy clustering of spatial time series

This paper contributes to the existing literature on the analysis of spatial time series presenting a new clustering algorithm called COFUST, i.e. COpula-based FUzzy clustering algorithm for Spatial Time series. The underlying idea of this algorithm is to perform a fuzzy Partitioning Around Medoids (PAM) clustering using copula-based approach to interpret comovements of time series. This generalisation allows both to extend usual clustering methods for time series based on Pearson’s correlation and to capture the uncertainty that arises assigning units to clusters. Furthermore, its flexibility permits to include directly in the algorithm the spatial information. Our approach is presented and discussed using both simulated and real data, highlighting its main advantages