935 resultados para volatiltiy clustering


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This paper introduces a minimalistic approach to produce a visual hybrid map of a mobile robot’s working environment. The proposed system uses omnidirectional images along with odometry information to build an initial dense posegraph map. Then a two level hybrid map is extracted from the dense graph. The hybrid map consists of global and local levels. The global level contains a sparse topological map extracted from the initial graph using a dual clustering approach. The local level contains a spherical view stored at each node of the global level. The spherical views provide both an appearance signature for the nodes, which the robot uses to localize itself in the environment, and heading information when the robot uses the map for visual navigation. In order to show the usefulness of the map, an experiment was conducted where the map was used for multiple visual navigation tasks inside an office workplace.

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Time series classification has been extensively explored in many fields of study. Most methods are based on the historical or current information extracted from data. However, if interest is in a specific future time period, methods that directly relate to forecasts of time series are much more appropriate. An approach to time series classification is proposed based on a polarization measure of forecast densities of time series. By fitting autoregressive models, forecast replicates of each time series are obtained via the bias-corrected bootstrap, and a stationarity correction is considered when necessary. Kernel estimators are then employed to approximate forecast densities, and discrepancies of forecast densities of pairs of time series are estimated by a polarization measure, which evaluates the extent to which two densities overlap. Following the distributional properties of the polarization measure, a discriminant rule and a clustering method are proposed to conduct the supervised and unsupervised classification, respectively. The proposed methodology is applied to both simulated and real data sets, and the results show desirable properties.

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Spreading cell fronts are essential features of development, repair and disease processes. Many mathematical models used to describe the motion of cell fronts, such as Fisher’s equation, invoke a mean–field assumption which implies that there is no spatial structure, such as cell clustering, present. Here, we examine the presence of spatial structure using a combination of in vitro circular barrier assays, discrete random walk simulations and pair correlation functions. In particular, we analyse discrete simulation data using pair correlation functions to show that spatial structure can form in a spreading population of cells either through sufficiently strong cell–to–cell adhesion or sufficiently rapid cell proliferation. We analyse images from a circular barrier assay describing the spreading of a population of MM127 melanoma cells using the same pair correlation functions. Our results indicate that the spreading melanoma cell populations remain very close to spatially uniform, suggesting that the strength of cell–to–cell adhesion and the rate of cell proliferation are both sufficiently small so as not to induce any spatial patterning in the spreading populations.

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The primary aim of this paper was to investigate heterogeneity in language abilities of children with a confirmed diagnosis of an ASD (N = 20) and children with typical development (TD; N = 15). Group comparisons revealed no differences between ASD and TD participants on standard clinical assessments of language ability, reading ability or nonverbal intelligence. However, a hierarchical cluster analysis based on spoken nonword repetition and sentence repetition identified two clusters within the combined group of ASD and TD participants. The first cluster (N = 6) presented with significantly poorer performances than the second cluster (N = 29) on both of the clustering variables in addition to single word and nonword reading. The significant differences between the two clusters occur within a context of Cluster 1 having language impairment and a tendency towards more severe autistic symptomatology. Differences between the oral language abilities of the first and second clusters are considered in light of diagnosis, attention and verbal short term memory skills and reading impairment.

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Variations that exist in the treatment of patients (with similar symptoms) across different hospitals do substantially impact the quality and costs of healthcare. Consequently, it is important to understand the similarities and differences between the practices across different hospitals. This paper presents a case study on the application of process mining techniques to measure and quantify the differences in the treatment of patients presenting with chest pain symptoms across four South Australian hospitals. Our case study focuses on cross-organisational benchmarking of processes and their performance. Techniques such as clustering, process discovery, performance analysis, and scientific workflows were applied to facilitate such comparative analyses. Lessons learned in overcoming unique challenges in cross-organisational process mining, such as ensuring population comparability, data granularity comparability, and experimental repeatability are also presented.

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Objective To evaluate methods for monitoring monthly aggregated hospital adverse event data that display clustering, non-linear trends and possible autocorrelation. Design Retrospective audit. Setting The Northern Hospital, Melbourne, Australia. Participants 171,059 patients admitted between January 2001 and December 2006. Measurements The analysis is illustrated with 72 months of patient fall injury data using a modified Shewhart U control chart, and charts derived from a quasi-Poisson generalised linear model (GLM) and a generalised additive mixed model (GAMM) that included an approximate upper control limit. Results The data were overdispersed and displayed a downward trend and possible autocorrelation. The downward trend was followed by a predictable period after December 2003. The GLM-estimated incidence rate ratio was 0.98 (95% CI 0.98 to 0.99) per month. The GAMM-fitted count fell from 12.67 (95% CI 10.05 to 15.97) in January 2001 to 5.23 (95% CI 3.82 to 7.15) in December 2006 (p<0.001). The corresponding values for the GLM were 11.9 and 3.94. Residual plots suggested that the GLM underestimated the rate at the beginning and end of the series and overestimated it in the middle. The data suggested a more rapid rate fall before 2004 and a steady state thereafter, a pattern reflected in the GAMM chart. The approximate upper two-sigma equivalent control limit in the GLM and GAMM charts identified 2 months that showed possible special-cause variation. Conclusion Charts based on GAMM analysis are a suitable alternative to Shewhart U control charts with these data.

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Given the drawbacks for using geo-political areas in mapping outcomes unrelated to geo-politics, a compromise is to aggregate and analyse data at the grid level. This has the advantage of allowing spatial smoothing and modelling at a biologically or physically relevant scale. This article addresses two consequent issues: the choice of the spatial smoothness prior and the scale of the grid. Firstly, we describe several spatial smoothness priors applicable for grid data and discuss the contexts in which these priors can be employed based on different aims. Two such aims are considered, i.e., to identify regions with clustering and to model spatial dependence in the data. Secondly, the choice of the grid size is shown to depend largely on the spatial patterns. We present a guide on the selection of spatial scales and smoothness priors for various point patterns based on the two aims for spatial smoothing.

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Spatial data are now prevalent in a wide range of fields including environmental and health science. This has led to the development of a range of approaches for analysing patterns in these data. In this paper, we compare several Bayesian hierarchical models for analysing point-based data based on the discretization of the study region, resulting in grid-based spatial data. The approaches considered include two parametric models and a semiparametric model. We highlight the methodology and computation for each approach. Two simulation studies are undertaken to compare the performance of these models for various structures of simulated point-based data which resemble environmental data. A case study of a real dataset is also conducted to demonstrate a practical application of the modelling approaches. Goodness-of-fit statistics are computed to compare estimates of the intensity functions. The deviance information criterion is also considered as an alternative model evaluation criterion. The results suggest that the adaptive Gaussian Markov random field model performs well for highly sparse point-based data where there are large variations or clustering across the space; whereas the discretized log Gaussian Cox process produces good fit in dense and clustered point-based data. One should generally consider the nature and structure of the point-based data in order to choose the appropriate method in modelling a discretized spatial point-based data.

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In this paper we propose a novel scheme for carrying out speaker diarization in an iterative manner. We aim to show that the information obtained through the first pass of speaker diarization can be reused to refine and improve the original diarization results. We call this technique speaker rediarization and demonstrate the practical application of our rediarization algorithm using a large archive of two-speaker telephone conversation recordings. We use the NIST 2008 SRE summed telephone corpora for evaluating our speaker rediarization system. This corpus contains recurring speaker identities across independent recording sessions that need to be linked across the entire corpus. We show that our speaker rediarization scheme can take advantage of inter-session speaker information, linked in the initial diarization pass, to achieve a 30% relative improvement over the original diarization error rate (DER) after only two iterations of rediarization.

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Immigrant entrepreneurs tend to start businesses within their ethnic enclave (EE), as it is an integral part of their social and cultural context and the location where ethnic resources reside (Logan, Alba, & Stults, 2003). Ethnic enclaves can be seen as a form of geographic cluster, China Towns are exemplar EEs, easily identified by the clustering of Chinese restaurants and other ethnic businesses in one central location. Studies on EE thus far have neglected the life cycles stages of EE and its impact on the business experiences of the entrepreneurs. In this paper, we track the formation, growth and decline of an EE. We argue that EE is a special industrial cluster and as such it follows the growth conditions proposed by the cluster life cycle theory (Menzel & Fornahl, 2009). We report a mixed method study of Chinese Restaurants in South East Queensland. Based on multiple sources of data, we concluded that changes in government policies leading to a sharp increase of immigrant numbers from a distinctive culture group can lead to the initiation and growth of the EE. Continuous incoming of new immigrants and increase competition within the cluster mark the mature stage of the EE, making the growth condition more favourable “inside” the cluster. A decline in new immigrants from the same ethnic group and the increased competition within the EE may eventually lead to the decline of such an industrial cluster, thus providing more favorable condition for growth of business outside the cluster.

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Introduction and aims: Despite evidence that many Australian adolescents have considerable experience with various drug types, little is known about the extent to which adolescents use multiple substances. The aim of this study was to examine the degree of clustering of drug types within individuals, and the extent to which demographic and psychosocial predictors are related to cluster membership. Design and method: A sample of 1402 adolescents aged 12-17. years were extracted from the Australian 2007 National Drug Strategy Household Survey. Extracted data included lifetime use of 10 substances, gender, psychological distress, physical health, perceived peer substance use, socioeconomic disadvantage, and regionality. Latent class analysis was used to determine clusters, and multinomial logistic regression employed to examine predictors of cluster membership. Result: There were 3 latent classes. The great majority (79.6%) of adolescents used alcohol only, 18.3% were limited range multidrug users (encompassing alcohol, tobacco, and marijuana), and 2% were extended range multidrug users. Perceived peer drug use and psychological distress predicted limited and extended multiple drug use. Psychological distress was a more significant predictor of extended multidrug use compared to limited multidrug use. Discussion and conclusion: In the Australian school-based prevention setting, a very strong focus on alcohol use and the linkages between alcohol, tobacco and marijuana are warranted. Psychological distress may be an important target for screening and early intervention for adolescents who use multiple drugs.

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Provenance studies of iron-age pottery specimens originating from the Mngeni river area in South Africa was carried out by applying XRF spectrometry. A total of sixteen major and trace elements were analysed in a batch of 107 potsherds, excavated from four different archaeological sites in the aforementioned area. A multivariate statistical programme Correspondence Analysis was used in this study to obtain the relevant clustering patterns according to the similarity of the elemental distributions. Differences and similarities in the clusters obtained for the majors and trace elements are discussed.

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Empirical evidence shows that repositories of business process models used in industrial practice contain significant amounts of duplication. This duplication arises for example when the repository covers multiple variants of the same processes or due to copy-pasting. Previous work has addressed the problem of efficiently retrieving exact clones that can be refactored into shared subprocess models. This article studies the broader problem of approximate clone detection in process models. The article proposes techniques for detecting clusters of approximate clones based on two well-known clustering algorithms: DBSCAN and Hi- erarchical Agglomerative Clustering (HAC). The article also defines a measure of standardizability of an approximate clone cluster, meaning the potential benefit of replacing the approximate clones with a single standardized subprocess. Experiments show that both techniques, in conjunction with the proposed standardizability measure, accurately retrieve clusters of approximate clones that originate from copy-pasting followed by independent modifications to the copied fragments. Additional experiments show that both techniques produce clusters that match those produced by human subjects and that are perceived to be standardizable.

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PURPOSE The purpose of this study was to demonstrate the potential of near infrared (NIR) spectroscopy for characterizing the health and degenerative state of articular cartilage based on the components of the Mankin score. METHODS Three models of osteoarthritic degeneration induced in laboratory rats by anterior cruciate ligament (ACL) transection, meniscectomy (MSX), and intra-articular injection of monoiodoacetate (1 mg) (MIA) were used in this study. Degeneration was induced in the right knee joint; each model group consisted of 12 rats (N = 36). After 8 weeks, the animals were euthanized and knee joints were collected. A custom-made diffuse reflectance NIR probe of 5-mm diameter was placed on the tibial and femoral surfaces, and spectral data were acquired from each specimen in the wave number range of 4,000 to 12,500 cm(-1). After spectral data acquisition, the specimens were fixed and safranin O staining (SOS) was performed to assess disease severity based on the Mankin scoring system. Using multivariate statistical analysis, with spectral preprocessing and wavelength selection technique, the spectral data were then correlated to the structural integrity (SI), cellularity (CEL), and matrix staining (SOS) components of the Mankin score for all the samples tested. RESULTS ACL models showed mild cartilage degeneration, MSX models had moderate degeneration, and MIA models showed severe cartilage degenerative changes both morphologically and histologically. Our results reveal significant linear correlations between the NIR absorption spectra and SI (R(2) = 94.78%), CEL (R(2) = 88.03%), and SOS (R(2) = 96.39%) parameters of all samples in the models. In addition, clustering of the samples according to their level of degeneration, with respect to the Mankin components, was also observed. CONCLUSIONS NIR spectroscopic probing of articular cartilage can potentially provide critical information about the health of articular cartilage matrix in early and advanced stages of osteoarthritis (OA). CLINICAL RELEVANCE This rapid nondestructive method can facilitate clinical appraisal of articular cartilage integrity during arthroscopic surgery.

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Description of a patient's injuries is recorded in narrative text form by hospital emergency departments. For statistical reporting, this text data needs to be mapped to pre-defined codes. Existing research in this field uses the Naïve Bayes probabilistic method to build classifiers for mapping. In this paper, we focus on providing guidance on the selection of a classification method. We build a number of classifiers belonging to different classification families such as decision tree, probabilistic, neural networks, and instance-based, ensemble-based and kernel-based linear classifiers. An extensive pre-processing is carried out to ensure the quality of data and, in hence, the quality classification outcome. The records with a null entry in injury description are removed. The misspelling correction process is carried out by finding and replacing the misspelt word with a soundlike word. Meaningful phrases have been identified and kept, instead of removing the part of phrase as a stop word. The abbreviations appearing in many forms of entry are manually identified and only one form of abbreviations is used. Clustering is utilised to discriminate between non-frequent and frequent terms. This process reduced the number of text features dramatically from about 28,000 to 5000. The medical narrative text injury dataset, under consideration, is composed of many short documents. The data can be characterized as high-dimensional and sparse, i.e., few features are irrelevant but features are correlated with one another. Therefore, Matrix factorization techniques such as Singular Value Decomposition (SVD) and Non Negative Matrix Factorization (NNMF) have been used to map the processed feature space to a lower-dimensional feature space. Classifiers with these reduced feature space have been built. In experiments, a set of tests are conducted to reflect which classification method is best for the medical text classification. The Non Negative Matrix Factorization with Support Vector Machine method can achieve 93% precision which is higher than all the tested traditional classifiers. We also found that TF/IDF weighting which works well for long text classification is inferior to binary weighting in short document classification. Another finding is that the Top-n terms should be removed in consultation with medical experts, as it affects the classification performance.