40 resultados para volatiltiy clustering


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Clusters of text documents output by clustering algorithms are often hard to interpret. We describe motivating real-world scenarios that necessitate reconfigurability and high interpretability of clusters and outline the problem of generating clusterings with interpretable and reconfigurable cluster models. We develop two clustering algorithms toward the outlined goal of building interpretable and reconfigurable cluster models. They generate clusters with associated rules that are composed of conditions on word occurrences or nonoccurrences. The proposed approaches vary in the complexity of the format of the rules; RGC employs disjunctions and conjunctions in rule generation whereas RGC-D rules are simple disjunctions of conditions signifying presence of various words. In both the cases, each cluster is comprised of precisely the set of documents that satisfy the corresponding rule. Rules of the latter kind are easy to interpret, whereas the former leads to more accurate clustering. We show that our approaches outperform the unsupervised decision tree approach for rule-generating clustering and also an approach we provide for generating interpretable models for general clusterings, both by significant margins. We empirically show that the purity and f-measure losses to achieve interpretability can be as little as 3 and 5%, respectively using the algorithms presented herein.

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Most traditional data mining algorithms struggle to cope with the sheer scale of data efficiently. In this paper, we propose a general framework to accelerate existing clustering algorithms to cluster large-scale datasets which contain large numbers of attributes, items, and clusters. Our framework makes use of locality sensitive hashing (LSH) to significantly reduce the cluster search space. We also theoretically prove that our framework has a guaranteed error bound in terms of the clustering quality. This framework can be applied to a set of centroid-based clustering algorithms that assign an object to the most similar cluster, and we adopt the popular K-Modes categorical clustering algorithm to present how the framework can be applied. We validated our framework with five synthetic datasets and a real world Yahoo! Answers dataset. The experimental results demonstrate that our framework is able to speed up the existing clustering algorithm between factors of 2 and 6, while maintaining comparable cluster purity.

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Application of sensor-based technology within activity monitoring systems is becoming a popular technique within the smart environment paradigm. Nevertheless, the use of such an approach generates complex constructs of data, which subsequently requires the use of intricate activity recognition techniques to automatically infer the underlying activity. This paper explores a cluster-based ensemble method as a new solution for the purposes of activity recognition within smart environments. With this approach activities are modelled as collections of clusters built on different subsets of features. A classification process is performed by assigning a new instance to its closest cluster from each collection. Two different sensor data representations have been investigated, namely numeric and binary. Following the evaluation of the proposed methodology it has been demonstrated that the cluster-based ensemble method can be successfully applied as a viable option for activity recognition. Results following exposure to data collected from a range of activities indicated that the ensemble method had the ability to perform with accuracies of 94.2% and 97.5% for numeric and binary data, respectively. These results outperformed a range of single classifiers considered as benchmarks.

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One of the most popular techniques of generating classifier ensembles is known as stacking which is based on a meta-learning approach. In this paper, we introduce an alternative method to stacking which is based on cluster analysis. Similar to stacking, instances from a validation set are initially classified by all base classifiers. The output of each classifier is subsequently considered as a new attribute of the instance. Following this, a validation set is divided into clusters according to the new attributes and a small subset of the original attributes of the instances. For each cluster, we find its centroid and calculate its class label. The collection of centroids is considered as a meta-classifier. Experimental results show that the new method outperformed all benchmark methods, namely Majority Voting, Stacking J48, Stacking LR, AdaBoost J48, and Random Forest, in 12 out of 22 data sets. The proposed method has two advantageous properties: it is very robust to relatively small training sets and it can be applied in semi-supervised learning problems. We provide a theoretical investigation regarding the proposed method. This demonstrates that for the method to be successful, the base classifiers applied in the ensemble should have greater than 50% accuracy levels.

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Social networks generally display a positively skewed degree distribution and higher values for clustering coefficient and degree assortativity than would be expected from the degree sequence. For some types of simulation studies, these properties need to be varied in the artificial networks over which simulations are to be conducted. Various algorithms to generate networks have been described in the literature but their ability to control all three of these network properties is limited. We introduce a spatially constructed algorithm that generates networks with constrained but arbitrary degree distribution, clustering coefficient and assortativity. Both a general approach and specific implementation are presented. The specific implementation is validated and used to generate networks with a constrained but broad range of property values. © Copyright JASSS.

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Community-driven Question Answering (CQA) systems that crowdsource experiential information in the form of questions and answers and have accumulated valuable reusable knowledge. Clustering of QA datasets from CQA systems provides a means of organizing the content to ease tasks such as manual curation and tagging. In this paper, we present a clustering method that exploits the two-part question-answer structure in QA datasets to improve clustering quality. Our method, {\it MixKMeans}, composes question and answer space similarities in a way that the space on which the match is higher is allowed to dominate. This construction is motivated by our observation that semantic similarity between question-answer data (QAs) could get localized in either space. We empirically evaluate our method on a variety of real-world labeled datasets. Our results indicate that our method significantly outperforms state-of-the-art clustering methods for the task of clustering question-answer archives.

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This papers examines the use of trajectory distance measures and clustering techniques to define normal
and abnormal trajectories in the context of pedestrian tracking in public spaces. In order to detect abnormal
trajectories, what is meant by a normal trajectory in a given scene is firstly defined. Then every trajectory
that deviates from this normality is classified as abnormal. By combining Dynamic Time Warping and a
modified K-Means algorithms for arbitrary-length data series, we have developed an algorithm for trajectory
clustering and abnormality detection. The final system performs with an overall accuracy of 83% and 75%
when tested in two different standard datasets.

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BACKGROUND:  We used four years of paediatric severe acute respiratory illness (SARI) sentinel surveillance in Blantyre, Malawi to identify factors associated with clinical severity and co-viral clustering.

METHODS:  From January 2011 to December 2014, 2363 children aged 3 months to 14 years presenting to hospital with SARI were enrolled. Nasopharyngeal aspirates were tested for influenza and other respiratory viruses. We assessed risk factors for clinical severity and conducted clustering analysis to identify viral clusters in children with co-viral detection.

RESULTS:  Hospital-attended influenza-positive SARI incidence was 2.0 cases per 10,000 children annually; it was highest children aged under 1 year (6.3 cases per 10,000), and HIV-infected children aged 5 to 9 years (6.0 cases per 10,000). 605 (26.8%) SARI cases had warning signs, which were positively associated with HIV infection (adjusted risk ratio [aRR]: 2.4, 95% CI: 1.4, 3.9), RSV infection (aRR: 1.9, 95% CI: 1.3, 3.0) and rainy season (aRR: 2.4, 95% CI: 1.6, 3.8). We identified six co-viral clusters; one cluster was associated with SARI with warning signs.

CONCLUSIONS:  Influenza vaccination may benefit young children and HIV infected children in this setting. Viral clustering may be associated with SARI severity; its assessment should be included in routine SARI surveillance.

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We consider the problem of resource selection in clustered Peer-to-Peer Information Retrieval (P2P IR) networks with cooperative peers. The clustered P2P IR framework presents a significant departure from general P2P IR architectures by employing clustering to ensure content coherence between resources at the resource selection layer, without disturbing document allocation. We propose that such a property could be leveraged in resource selection by adapting well-studied and popular inverted lists for centralized document retrieval. Accordingly, we propose the Inverted PeerCluster Index (IPI), an approach that adapts the inverted lists, in a straightforward manner, for resource selection in clustered P2P IR. IPI also encompasses a strikingly simple peer-specific scoring mechanism that exploits the said index for resource selection. Through an extensive empirical analysis on P2P IR testbeds, we establish that IPI competes well with the sophisticated state-of-the-art methods in virtually every parameter of interest for the resource selection task, in the context of clustered P2P IR.