40 resultados para volatiltiy clustering

em QUB Research Portal - Research Directory and Institutional Repository for Queen's University Belfast


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Clustering analysis of data from DNA microarray hybridization studies is an essential task for identifying biologically relevant groups of genes. Attribute cluster algorithm (ACA) has provided an attractive way to group and select meaningful genes. However, ACA needs much prior knowledge about the genes to set the number of clusters. In practical applications, if the number of clusters is misspecified, the performance of the ACA will deteriorate rapidly. In fact, it is a very demanding to do that because of our little knowledge. We propose the Cooperative Competition Cluster Algorithm (CCCA) in this paper. In the algorithm, we assume that both cooperation and competition exist simultaneously between clusters in the process of clustering. By using this principle of Cooperative Competition, the number of clusters can be found in the process of clustering. Experimental results on a synthetic and gene expression data are demonstrated. The results show that CCCA can choose the number of clusters automatically and get excellent performance with respect to other competing methods.

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This paper deals with Takagi-Sugeno (TS) fuzzy model identification of nonlinear systems using fuzzy clustering. In particular, an extended fuzzy Gustafson-Kessel (EGK) clustering algorithm, using robust competitive agglomeration (RCA), is developed for automatically constructing a TS fuzzy model from system input-output data. The EGK algorithm can automatically determine the 'optimal' number of clusters from the training data set. It is shown that the EGK approach is relatively insensitive to initialization and is less susceptible to local minima, a benefit derived from its agglomerate property. This issue is often overlooked in the current literature on nonlinear identification using conventional fuzzy clustering. Furthermore, the robust statistical concepts underlying the EGK algorithm help to alleviate the difficulty of cluster identification in the construction of a TS fuzzy model from noisy training data. A new hybrid identification strategy is then formulated, which combines the EGK algorithm with a locally weighted, least-squares method for the estimation of local sub-model parameters. The efficacy of this new approach is demonstrated through function approximation examples and also by application to the identification of an automatic voltage regulation (AVR) loop for a simulated 3 kVA laboratory micro-machine system.

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Support vector machine (SVM) is a powerful technique for data classification. Despite of its good theoretic foundations and high classification accuracy, normal SVM is not suitable for classification of large data sets, because the training complexity of SVM is highly dependent on the size of data set. This paper presents a novel SVM classification approach for large data sets by using minimum enclosing ball clustering. After the training data are partitioned by the proposed clustering method, the centers of the clusters are used for the first time SVM classification. Then we use the clusters whose centers are support vectors or those clusters which have different classes to perform the second time SVM classification. In this stage most data are removed. Several experimental results show that the approach proposed in this paper has good classification accuracy compared with classic SVM while the training is significantly faster than several other SVM classifiers.

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In this paper we study the classification of spatiotemporal pattern of one-dimensional cellular automata (CA) whereas the classification comprises CA rules including their initial conditions. We propose an exploratory analysis method based on the normalized compression distance (NCD) of spatiotemporal patterns which is used as dissimilarity measure for a hierarchical clustering. Our approach is different with respect to the following points. First, the classification of spatiotemporal pattern is comparative because the NCD evaluates explicitly the difference of compressibility among two objects, e.g., strings corresponding to spatiotemporal patterns. This is in contrast to all other measures applied so far in a similar context because they are essentially univariate. Second, Kolmogorov complexity, which underlies the NCD, was used in the classification of CA with respect to their spatiotemporal pattern. Third, our method is semiautomatic allowing us to investigate hundreds or thousands of CA rules or initial conditions simultaneously to gain insights into their organizational structure. Our numerical results are not only plausible confirming previous classification attempts but also shed light on the intricate influence of random initial conditions on the classification results.

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RNA polymerase I (Pol I) produces large ribosomal RNAs (rRNAs). In this study, we show that the Rpa49 and Rpa34 Pol I subunits, which do not have counterparts in Pol II and Pol III complexes, are functionally conserved using heterospecific complementation of the human and Schizosaccharomyces pombe orthologues in Saccharomyces cerevisiae. Deletion of RPA49 leads to the disappearance of nucleolar structure, but nucleolar assembly can be restored by decreasing ribosomal gene copy number from 190 to 25. Statistical analysis of Miller spreads in the absence of Rpa49 demonstrates a fourfold decrease in Pol I loading rate per gene and decreased contact between adjacent Pol I complexes. Therefore, the Rpa34 and Rpa49 Pol I–specific subunits are essential for nucleolar assembly and for the high polymerase loading rate associated with frequent contact between adjacent enzymes. Together our data suggest that localized rRNA production results in spatially constrained rRNA production, which is instrumental for nucleolar assembly.