Comparing Time Series Through Event Clusterin

The comparison of two time series and the extraction of subsequences that are common to the two is a complex data mining problem. Many existing techniques, like the Discrete Fourier Transform (DFT), offer solutions for comparing two whole time series. Often, however, the important thing is to analyse certain regions, known as events, rather than the whole times series. This applies to domains like the stock market, seismography or medicine. In this paper, we propose a method for comparing two time series by analysing the events present in the two. The proposed method is applied to time series generated by stabilometric and posture graphic systems within a branch of medicine studying balance-related functions in human beings

Recovering the state sequence of hidden Markov models using mean-field approximations

Inferring the sequence of states from observations is one of the most fundamental problems in Hidden Markov Models. In statistical physics language, this problem is equivalent to computing the marginals of a one-dimensional model with a random external field. While this task can be accomplished through transfer matrix methods, it becomes quickly intractable when the underlying state space is large. This paper develops several low-complexity approximate algorithms to address this inference problem when the state space becomes large. The new algorithms are based on various mean-field approximations of the transfer matrix. Their performances are studied in detail on a simple realistic model for DNA pyrosequencing.Comment: 43 pages, 41 figure

Parsimonious Higher-Order Hidden Markov Models for Improved Array-CGH Analysis with Applications to Arabidopsis thaliana

Array-based comparative genomic hybridization (Array-CGH) is an important technology in molecular biology for the detection of DNA copy number polymorphisms between closely related genomes. Hidden Markov Models (HMMs) are popular tools for the analysis of Array-CGH data, but current methods are only based on first-order HMMs having constrained abilities to model spatial dependencies between measurements of closely adjacent chromosomal regions. Here, we develop parsimonious higher-order HMMs enabling the interpolation between a mixture model ignoring spatial dependencies and a higher-order HMM exhaustively modeling spatial dependencies. We apply parsimonious higher-order HMMs to the analysis of Array-CGH data of the accessions C24 and Col-0 of the model plant Arabidopsis thaliana. We compare these models against first-order HMMs and other existing methods using a reference of known deletions and sequence deviations. We find that parsimonious higher-order HMMs clearly improve the identification of these polymorphisms. Moreover, we perform a functional analysis of identified polymorphisms revealing novel details of genomic differences between C24 and Col-0. Additional model evaluations are done on widely considered Array-CGH data of human cell lines indicating that parsimonious HMMs are also well-suited for the analysis of non-plant specific data. All these results indicate that parsimonious higher-order HMMs are useful for Array-CGH analyses. An implementation of parsimonious higher-order HMMs is available as part of the open source Java library Jstacs (www.jstacs.de/index.php/PHHMM)