122 resultados para volatiltiy clustering


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Selecting a suitable proximity measure is one of the fundamental tasks in clustering. How to effectively utilize all available side information, including the instance level information in the form of pair-wise constraints, and the attribute level information in the form of attribute order preferences, is an essential problem in metric learning. In this paper, we propose a learning framework in which both the pair-wise constraints and the attribute order preferences can be incorporated simultaneously. The theory behind it and the related parameter adjusting technique have been described in details. Experimental results on benchmark data sets demonstrate the effectiveness of proposed method.

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The appearance of patterns could be found in different modalities of a domain, where the different modalities refer to the data sources that constitute different aspects of a domain. Particularly, the domain of our discussion refers to crime and the different modalities refer to the different data sources such as offender data, weapon data, etc. in crime domain. In addition, patterns also exist in different levels of granularity for each modality. In order to have a thorough understanding a domain, it is important to reveal the hidden patterns through the data explorations at different levels of granularity and for each modality. Therefore, this paper presents a new model for identifying patterns that exist in different levels of granularity for different modes of crime data. A hierarchical clustering approach - growing self organising maps (GSOM) has been deployed. Furthermore, the model is enhanced with experiments that exhibit the significance of exploring data at different granularities.

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Important words, which usually exist in part of Title, Subject and Keywords, can briefly reflect the main topic of a document. In recent years, it is a common practice to exploit the semantic topic of documents and utilize important words to achieve document clustering, especially for short texts such as news articles. This paper proposes a novel method to extract important words from Subject and Keywords of articles, and then partition documents only with those important words. Considering the fact that frequencies of important words are usually low and the scale matrix dataset for important words is small, a normalization method is then proposed to normalize the scale dataset so that more accurate results can be achieved by sufficiently exploiting the limited information. The experiments validate the effectiveness of our method.

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One reason for semi-supervised clustering fail to deliver satisfactory performance in document clustering is that the transformed optimization problem could have many candidate solutions, but existing methods provide no mechanism to select a suitable one from all those candidates. This paper alleviates this problem by posing the same task as a soft-constrained optimization problem, and introduces the salient degree measure as an information guide to control the searching of an optimal solution. Experimental results show the effectiveness of the proposed method in the improvement of the performance, especially when the amount of priori domain knowledge is limited.

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In this paper, we present a document clustering framework incorporating instance-level knowledge in the form of pairwise constraints and attribute-level knowledge in the form of keyphrases. Firstly, we initialize weights based on metric learning with pairwise constraints, then simultaneously learn two kinds of knowledge by combining the distance-based and the constraint-based approaches, finally evaluate and select clustering result based on the degree of users’ satisfaction. The experimental results demonstrate the effectiveness and potential of the proposed method.

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Network traffic classification is an essential component for network management and security systems. To address the limitations of traditional port-based and payload-based methods, recent studies have been focusing on alternative approaches. One promising direction is applying machine learning techniques to classify traffic flows based on packet and flow level statistics. In particular, previous papers have illustrated that clustering can achieve high accuracy and discover unknown application classes. In this work, we present a novel semi-supervised learning method using constrained clustering algorithms. The motivation is that in network domain a lot of background information is available in addition to the data instances themselves. For example, we might know that flow ƒ1 and ƒ2 are using the same application protocol because they are visiting the same host address at the same port simultaneously. In this case, ƒ1 and ƒ2 shall be grouped into the same cluster ideally. Therefore, we describe these correlations in the form of pair-wise must-link constraints and incorporate them in the process of clustering. We have applied three constrained variants of the K-Means algorithm, which perform hard or soft constraint satisfaction and metric learning from constraints. A number of real-world traffic traces have been used to show the availability of constraints and to test the proposed approach. The experimental results indicate that by incorporating constraints in the course of clustering, the overall accuracy and cluster purity can be significantly improved.

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This paper examines the recovery of user context in indoor environmnents with existing wireless infrastructures to enable assistive systems. We present a novel approach to the extraction of user context, casting the problem of context recovery as an unsupervised, clustering problem. A well known density-based clustering technique, DBSCAN, is adapted to recover user context that includes user motion state, and significant places the user visits from WiFi observations consisting of access point id and signal strength. Furthermore, user rhythms or sequences of places the user visits periodically are derived from the above low level contexts by employing state-of-the-art probabilistic clustering technique, the Latent Dirichiet Allocation (LDA), to enable a variety of application services. Experimental results with real data are presented to validate the proposed unsupervised learning approach and demonstrate its applicability.

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This article presents experimental results devoted to a new application of the novel clustering technique introduced by the authors recently. Our aim is to facilitate the application of robust and stable consensus functions in information security, where it is often necessary to process large data sets and monitor outcomes in real time, as it is required, for example, for intrusion detection. Here we concentrate on the particular case of application to profiling of phishing websites. First, we apply several independent clustering algorithms to a randomized sample of data to obtain independent initial clusterings. Silhouette index is used to determine the number of clusters. Second, we use a consensus function to combine these independent clusterings into one consensus clustering . Feature ranking is used to select a subset of features for the consensus function. Third, we train fast supervised classification algorithms on the resulting consensus clustering in order to enable them to process the whole large data set as well as new data. The precision and recall of classifiers at the final stage of this scheme are critical for effectiveness of the whole procedure. We investigated various combinations of three consensus functions, Cluster-Based Graph Formulation (CBGF), Hybrid Bipartite Graph Formulation (HBGF), and Instance-Based Graph Formulation (IBGF) and a variety of supervised classification algorithms. The best precision and recall have been obtained by the combination of the HBGF consensus function and the SMO classifier with the polynomial kernel.