9,760 research outputs found

    Clustering functional data using wavelets

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    We present two methods for detecting patterns and clusters in high dimensional time-dependent functional data. Our methods are based on wavelet-based similarity measures, since wavelets are well suited for identifying highly discriminant local time and scale features. The multiresolution aspect of the wavelet transform provides a time-scale decomposition of the signals allowing to visualize and to cluster the functional data into homogeneous groups. For each input function, through its empirical orthogonal wavelet transform the first method uses the distribution of energy across scales generate a handy number of features that can be sufficient to still make the signals well distinguishable. Our new similarity measure combined with an efficient feature selection technique in the wavelet domain is then used within more or less classical clustering algorithms to effectively differentiate among high dimensional populations. The second method uses dissimilarity measures between the whole time-scale representations and are based on wavelet-coherence tools. The clustering is then performed using a k-centroid algorithm starting from these dissimilarities. Practical performance of these methods that jointly designs both the feature selection in the wavelet domain and the classification distance is demonstrated through simulations as well as daily profiles of the French electricity power demand

    Deep Time-Series Clustering: A Review

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    We present a comprehensive, detailed review of time-series data analysis, with emphasis on deep time-series clustering (DTSC), and a case study in the context of movement behavior clustering utilizing the deep clustering method. Specifically, we modified the DCAE architectures to suit time-series data at the time of our prior deep clustering work. Lately, several works have been carried out on deep clustering of time-series data. We also review these works and identify state-of-the-art, as well as present an outlook on this important field of DTSC from five important perspectives

    Laplacian Mixture Modeling for Network Analysis and Unsupervised Learning on Graphs

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    Laplacian mixture models identify overlapping regions of influence in unlabeled graph and network data in a scalable and computationally efficient way, yielding useful low-dimensional representations. By combining Laplacian eigenspace and finite mixture modeling methods, they provide probabilistic or fuzzy dimensionality reductions or domain decompositions for a variety of input data types, including mixture distributions, feature vectors, and graphs or networks. Provable optimal recovery using the algorithm is analytically shown for a nontrivial class of cluster graphs. Heuristic approximations for scalable high-performance implementations are described and empirically tested. Connections to PageRank and community detection in network analysis demonstrate the wide applicability of this approach. The origins of fuzzy spectral methods, beginning with generalized heat or diffusion equations in physics, are reviewed and summarized. Comparisons to other dimensionality reduction and clustering methods for challenging unsupervised machine learning problems are also discussed.Comment: 13 figures, 35 reference

    Variable-free exploration of stochastic models: a gene regulatory network example

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    Finding coarse-grained, low-dimensional descriptions is an important task in the analysis of complex, stochastic models of gene regulatory networks. This task involves (a) identifying observables that best describe the state of these complex systems and (b) characterizing the dynamics of the observables. In a previous paper [13], we assumed that good observables were known a priori, and presented an equation-free approach to approximate coarse-grained quantities (i.e, effective drift and diffusion coefficients) that characterize the long-time behavior of the observables. Here we use diffusion maps [9] to extract appropriate observables ("reduction coordinates") in an automated fashion; these involve the leading eigenvectors of a weighted Laplacian on a graph constructed from network simulation data. We present lifting and restriction procedures for translating between physical variables and these data-based observables. These procedures allow us to perform equation-free coarse-grained, computations characterizing the long-term dynamics through the design and processing of short bursts of stochastic simulation initialized at appropriate values of the data-based observables.Comment: 26 pages, 9 figure
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