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arXiv 1901.09249stat.MEstat.APstat.ML
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离散值时间序列的聚类

Clustering Discrete-Valued Time Series

Tyler Roick, Dimitris Karlis, Paul D. McNicholas

摘要:

有必要开发能够说明数据离散性及其时间序列特性和相互关系的模型。我们的重点落在整数值自回归(INAR)类型的模型。INAR型模型可以与现有的基于模型的聚类技术结合使用,以聚类离散值时间序列数据。随着有限混合模型的使用,一些现有的技术,如选择的集群的数量,估计使用期望最大化和模型选择是适用的。该模型在实际数据上进行了演示,以说明其聚类应用。

英文摘要:

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 models can be used in conjunction with existing model-based clustering techniques to cluster discrete-valued time series data. With the use of a finite mixture model, several existing techniques such as the selection of the number of clusters, estimation using expectation-maximization and model selection are applicable. The proposed model is then demonstrated on real data to illustrate its clustering applications.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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