935 resultados para volatiltiy clustering


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This paper illustrates the application of a new technique, based on Support Vector Clustering (SVC) for the direct identification of coherent synchronous generators in a large interconnected Multi-Machine Power Systems. The clustering is based on coherency measures, obtained from the time domain responses of the generators following system disturbances. The proposed clustering algorithm could be integrated into a wide-area measurement system that enables fast identification of coherent clusters of generators for the construction of dynamic equivalent models. An application of the proposed method is demonstrated on a practical 15 generators 72-bus system, an equivalent of Indian Southern grid in an attempt to show the effectiveness of this clustering approach. The effects of short circuit fault locations on coherency are also investigated.

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We address the problem of detecting cells in biological images. The problem is important in many automated image analysis applications. We identify the problem as one of clustering and formulate it within the framework of robust estimation using loss functions. We show how suitable loss functions may be chosen based on a priori knowledge of the noise distribution. Specifically, in the context of biological images, since the measurement noise is not Gaussian, quadratic loss functions yield suboptimal results. We show that by incorporating the Huber loss function, cells can be detected robustly and accurately. To initialize the algorithm, we also propose a seed selection approach. Simulation results show that Huber loss exhibits better performance compared with some standard loss functions. We also provide experimental results on confocal images of yeast cells. The proposed technique exhibits good detection performance even when the signal-to-noise ratio is low.

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When document corpus is very large, we often need to reduce the number of features. But it is not possible to apply conventional Non-negative Matrix Factorization(NMF) on billion by million matrix as the matrix may not fit in memory. Here we present novel Online NMF algorithm. Using Online NMF, we reduced original high-dimensional space to low-dimensional space. Then we cluster all the documents in reduced dimension using k-means algorithm. We experimentally show that by processing small subsets of documents we will be able to achieve good performance. The method proposed outperforms existing algorithms.

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The role of crystallite size and clustering in influencing the stability of the structures of a large tetragonality ferroelectric system 0.6BiFeO(3)-0.4PbTiO(3) was investigated. The system exhibits cubic phase for a crystallite size similar to 25 nm, three times larger than the critical size reported for one of its end member PbTiO3. With increased degree of clustering for the same average crystallite size, partial stabilization of the ferroelectric tetragonal phase takes place. The results suggest that clustering helps in reducing the depolarization energy without the need for increasing the crystallite size of free particles.

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Clustering has been the most popular method for data exploration. Clustering is partitioning the data set into sub-partitions based on some measures say the distance measure, each partition has its own significant information. There are a number of algorithms explored for this purpose, one such algorithm is the Particle Swarm Optimization(PSO) which is a population based heuristic search technique derived from swarm intelligence. In this paper we present an improved version of the Particle Swarm Optimization where, each feature of the data set is given significance accordingly by adding some random weights, which also minimizes the distortions in the dataset if any. The performance of the above proposed algorithm is evaluated using some benchmark datasets from Machine Learning Repository. The experimental results shows that our proposed methodology performs significantly better than the previously performed experiments.

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Chebyshev-inequality-based convex relaxations of Chance-Constrained Programs (CCPs) are shown to be useful for learning classifiers on massive datasets. In particular, an algorithm that integrates efficient clustering procedures and CCP approaches for computing classifiers on large datasets is proposed. The key idea is to identify high density regions or clusters from individual class conditional densities and then use a CCP formulation to learn a classifier on the clusters. The CCP formulation ensures that most of the data points in a cluster are correctly classified by employing a Chebyshev-inequality-based convex relaxation. This relaxation is heavily dependent on the second-order statistics. However, this formulation and in general such relaxations that depend on the second-order moments are susceptible to moment estimation errors. One of the contributions of the paper is to propose several formulations that are robust to such errors. In particular a generic way of making such formulations robust to moment estimation errors is illustrated using two novel confidence sets. An important contribution is to show that when either of the confidence sets is employed, for the special case of a spherical normal distribution of clusters, the robust variant of the formulation can be posed as a second-order cone program. Empirical results show that the robust formulations achieve accuracies comparable to that with true moments, even when moment estimates are erroneous. Results also illustrate the benefits of employing the proposed methodology for robust classification of large-scale datasets.

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Learning from Positive and Unlabelled examples (LPU) has emerged as an important problem in data mining and information retrieval applications. Existing techniques are not ideally suited for real world scenarios where the datasets are linearly inseparable, as they either build linear classifiers or the non-linear classifiers fail to achieve the desired performance. In this work, we propose to extend maximum margin clustering ideas and present an iterative procedure to design a non-linear classifier for LPU. In particular, we build a least squares support vector classifier, suitable for handling this problem due to symmetry of its loss function. Further, we present techniques for appropriately initializing the labels of unlabelled examples and for enforcing the ratio of positive to negative examples while obtaining these labels. Experiments on real-world datasets demonstrate that the non-linear classifier designed using the proposed approach gives significantly better generalization performance than the existing relevant approaches for LPU.

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Data clustering is a common technique for statistical data analysis, which is used in many fields, including machine learning and data mining. Clustering is grouping of a data set or more precisely, the partitioning of a data set into subsets (clusters), so that the data in each subset (ideally) share some common trait according to some defined distance measure. In this paper we present the genetically improved version of particle swarm optimization algorithm which is a population based heuristic search technique derived from the analysis of the particle swarm intelligence and the concepts of genetic algorithms (GA). The algorithm combines the concepts of PSO such as velocity and position update rules together with the concepts of GA such as selection, crossover and mutation. The performance of the above proposed algorithm is evaluated using some benchmark datasets from Machine Learning Repository. The performance of our method is better than k-means and PSO algorithm.

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Data clustering groups data so that data which are similar to each other are in the same group and data which are dissimilar to each other are in different groups. Since generally clustering is a subjective activity, it is possible to get different clusterings of the same data depending on the need. This paper attempts to find the best clustering of the data by first carrying out feature selection and using only the selected features, for clustering. A PSO (Particle Swarm Optimization)has been used for clustering but feature selection has also been carried out simultaneously. The performance of the above proposed algorithm is evaluated on some benchmark data sets. The experimental results shows the proposed methodology outperforms the previous approaches such as basic PSO and Kmeans for the clustering problem.

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This study investigates the application of support vector clustering (SVC) for the direct identification of coherent synchronous generators in large interconnected multi-machine power systems. The clustering is based on coherency measure, which indicates the degree of coherency between any pair of generators. The proposed SVC algorithm processes the coherency measure matrix that is formulated using the generator rotor measurements to cluster the coherent generators. The proposed approach is demonstrated on IEEE 10 generator 39-bus system and an equivalent 35 generators, 246-bus system of practical Indian southern grid. The effect of number of data samples and fault locations are also examined for determining the accuracy of the proposed approach. An extended comparison with other clustering techniques is also included, to show the effectiveness of the proposed approach in grouping the data into coherent groups of generators. This effectiveness of the coherent clusters obtained with the proposed approach is compared in terms of a set of clustering validity indicators and in terms of statistical assessment that is based on the coherency degree of a generator pair.

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Regionalization approaches are widely used in water resources engineering to identify hydrologically homogeneous groups of watersheds that are referred to as regions. Pooled information from sites (depicting watersheds) in a region forms the basis to estimate quantiles associated with hydrological extreme events at ungauged/sparsely gauged sites in the region. Conventional regionalization approaches can be effective when watersheds (data points) corresponding to different regions can be separated using straight lines or linear planes in the space of watershed related attributes. In this paper, a kernel-based Fuzzy c-means (KFCM) clustering approach is presented for use in situations where such linear separation of regions cannot be accomplished. The approach uses kernel-based functions to map the data points from the attribute space to a higher-dimensional space where they can be separated into regions by linear planes. A procedure to determine optimal number of regions with the KFCM approach is suggested. Further, formulations to estimate flood quantiles at ungauged sites with the approach are developed. Effectiveness of the approach is demonstrated through Monte-Carlo simulation experiments and a case study on watersheds in United States. Comparison of results with those based on conventional Fuzzy c-means clustering, Region-of-influence approach and a prior study indicate that KFCM approach outperforms the other approaches in forming regions that are closer to being statistically homogeneous and in estimating flood quantiles at ungauged sites. Key Points Kernel-based regionalization approach is presented for flood frequency analysis Kernel procedure to estimate flood quantiles at ungauged sites is developed A set of fuzzy regions is delineated in Ohio, USA

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The complexity in visualizing volumetric data often limits the scope of direct exploration of scalar fields. Isocontour extraction is a popular method for exploring scalar fields because of its simplicity in presenting features in the data. In this paper, we present a novel representation of contours with the aim of studying the similarity relationship between the contours. The representation maps contours to points in a high-dimensional transformation-invariant descriptor space. We leverage the power of this representation to design a clustering based algorithm for detecting symmetric regions in a scalar field. Symmetry detection is a challenging problem because it demands both segmentation of the data and identification of transformation invariant segments. While the former task can be addressed using topological analysis of scalar fields, the latter requires geometry based solutions. Our approach combines the two by utilizing the contour tree for segmenting the data and the descriptor space for determining transformation invariance. We discuss two applications, query driven exploration and asymmetry visualization, that demonstrate the effectiveness of the approach.

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Pure alpha-Al2O3 exhibits a very high degree of thermodynamical stability among all metal oxides and forms an inert oxide scale in a range of structural alloys at high temperatures. We report that amorphous Al2O3 thin films sputter deposited over crystalline Si instead show a surprisingly active interface. On annealing, crystallization begins with nuclei of a phase closely resembling gamma-Alumina forming almost randomly in an amorphous matrix, and with increasing frequency near the substrate/film interface. This nucleation is marked by the signature appearance of sharp (400) and (440) reflections and the formation of a diffuse diffraction halo with an outer maximal radius of approximate to 0.23 nm enveloping the direct beam. The microstructure then evolves by a cluster-coalescence growth mechanism suggestive of swift nucleation and sluggish diffusional kinetics, while locally the Al ions redistribute slowly from chemisorbed and tetrahedral sites to higher anion coordinated sites. Chemical state plots constructed from XPS data and simple calculations of the diffraction patterns from hypothetically distorted lattices suggest that the true origins of the diffuse diffraction halo are probably related to a complex change in the electronic structure spurred by the a-gamma transformation rather than pure structural disorder. Concurrent to crystallization within the film, a substantially thick interfacial reaction zone also builds up at the film/substrate interface with the excess Al acting as a cationic source. (C) 2015 AIP Publishing LLC.

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We propose a new approach to clustering. Our idea is to map cluster formation to coalition formation in cooperative games, and to use the Shapley value of the patterns to identify clusters and cluster representatives. We show that the underlying game is convex and this leads to an efficient biobjective clustering algorithm that we call BiGC. The algorithm yields high-quality clustering with respect to average point-to-center distance (potential) as well as average intracluster point-to-point distance (scatter). We demonstrate the superiority of BiGC over state-of-the-art clustering algorithms (including the center based and the multiobjective techniques) through a detailed experimentation using standard cluster validity criteria on several benchmark data sets. We also show that BiGC satisfies key clustering properties such as order independence, scale invariance, and richness.

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Clustering techniques which can handle incomplete data have become increasingly important due to varied applications in marketing research, medical diagnosis and survey data analysis. Existing techniques cope up with missing values either by using data modification/imputation or by partial distance computation, often unreliable depending on the number of features available. In this paper, we propose a novel approach for clustering data with missing values, which performs the task by Symmetric Non-Negative Matrix Factorization (SNMF) of a complete pair-wise similarity matrix, computed from the given incomplete data. To accomplish this, we define a novel similarity measure based on Average Overlap similarity metric which can effectively handle missing values without modification of data. Further, the similarity measure is more reliable than partial distances and inherently possesses the properties required to perform SNMF. The experimental evaluation on real world datasets demonstrates that the proposed approach is efficient, scalable and shows significantly better performance compared to the existing techniques.