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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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4998147196 · Jun 202019922001200920172026
48 results for temporal clustering

Paper proposes a novel approach to improve temporal clustering of time series data.

problem Challenges in clustering temporal data with varying sampling rates and high dimensionality.
method Transform time series into Euclidean space using similarity measures, then use CNN-GRU autoencoder for latent representation.
result Approach outperforms existing methods by up to 32% on various time series datasets.

DUET enhances multivariate time series forecasting by clustering time and channels.

problem Heterogeneous temporal patterns and complex channel correlations in multivariate time series.
method DUET uses dual clustering on temporal and channel dimensions to handle these challenges.
result DUET achieves state-of-the-art performance on 25 real-world datasets.

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗

Electronic records contain sequences of events, some of which take place all at once in a single visit, and others that are dispersed over multiple visits, each with a different timestamp. We postulate that fine temporal detail, e.g., whether a series of blood tests are completed at once or in rapid succession should n…

2019-04-27abs ↗pdf ↗

We are often interested in clustering objects that evolve over time and identifying solutions to the clustering problem for every time step. Evolutionary clustering provides insight into cluster evolution and temporal changes in cluster memberships while enabling performance superior to that achieved by independently c…

2019-12-27abs ↗pdf ↗

DETECT clusters mobility behaviors from trajectories using deep learning.

problem Clustering similar mobility behaviors in large, complex trajectory data.
method DETECT uses deep learning to cluster mobility behaviors from trajectories, transforming and summarizing them to identify similar behaviors.
result DETECT effectively clusters mobility behaviors from real-world datasets.

This research evaluates and introduces new heuristics for clustering Bitcoin blockchain entities.

problem Efficiently analyzing the vast number of Bitcoin blockchain entities.
method Examined and introduced four new heuristics for clustering Bitcoin blockchain entities.
result Introduced clustering ratio to measure heuristic effectiveness.

New model for clustering dependent community Hawkes processes in temporal networks.

problem Modeling strong dependence and community structure in temporal networks.
method Dependent Community Hawkes (DCH) models combining stochastic block models and Hawkes processes.
result Spectral clustering error bound derived for DCH models.

Unified approach for clustering financial multiplex networks.

problem Lack of methods to capture interconnections between assets over time.
method Tensor-based unified local and global clustering coefficients for multiplex networks.
result Unified clustering coefficients effectively describe dependencies between assets over time.

How is popularity gained online? Is being successful strictly related to rapidly becoming viral in an online platform or is it possible to acquire popularity in a steady and disciplined fashion? What are other temporal characteristics that can unveil the popularity of online content? To answer these questions, we lever…

2019-04-10abs ↗pdf ↗

Proposes a new model for online anomaly detection in multivariate time series.

problem Inaccurate anomaly detection in multivariate time series due to spurious correlations and lack of temporal causality.
method Clusters channels based on correlations, embeds each cluster, and integrates information through a causal mixer while maintaining temporal causality.
result Consistently superior performance across six public benchmark datasets.

New model clusters mixed-type data with missing values, improving air quality analysis.

problem Clustering mixed-type data with missing values and regime persistence.
method Statistical jump model incorporating regime persistence and handling missing data.
result Superior performance in inferring persistent air quality regimes compared to traditional methods.

The paper proposes a new method for clustering survival data using smoothed log-hazard trajectories.

problem Clustering survival data based on instantaneous risk dynamics.
method Functional Principal Component Analysis applied to B-spline smoothed log-hazard trajectories.
result The proposed method provides an interpretable representation of relative temporal risk dynamics.

A new method for automatically aligning and clustering time series data.

problem Challenges in aligning and clustering time series data, especially without a template signal.
method TROUT (Temporal Registration using Optimal Unitary Transformations) method based on a novel dissimilarity measure.
result TROUT outperforms competitors in clustering time series data.

Robust fuzzy clustering for EEG driver alertness with outlier detection.

problem Ambiguous state boundaries in multivariate time series data.
method RFCPCA, a robust fuzzy subspace-clustering method for MTS.
result RFCPCA improves clustering accuracy and characterizes uncertainty and outliers in MTS.

Interaction graphs, such as those recording emails between individuals or transactions between institutions, tend to be sparse yet structured, and often grow in an unbounded manner. Such behavior can be well-captured by structured, nonparametric edge-exchangeable graphs. However, such exchangeable models necessarily ig…

2019-05-28abs ↗pdf ↗

We propose a methodology for clustering financial time series of stocks' returns, and a graphical set-up to quantify and visualise the evolution of these clusters through time. The proposed graphical representation allows for the application of well known algorithms for solving classical combinatorial graph problems, w…

2011-11-14abs ↗pdf ↗

New framework for analyzing hydroclimatic time series across multiple scales.

problem Understanding geophysical processes and evaluating stochastic models across different time scales.
method A novel feature compilation method for multi-scale hydroclimatic analyses.
result Identified similarities and differences in time series types across various temporal resolutions.

In many practical applications of clustering, the objects to be clustered evolve over time, and a clustering result is desired at each time step. In such applications, evolutionary clustering typically outperforms traditional static clustering by producing clustering results that reflect long-term trends while being ro…

2011-04-11abs ↗pdf ↗

Massive volumes of high-dimensional data that evolves over time is continuously collected by contemporary information processing systems, which brings up the problem of organizing this data into clusters, i.e. achieve the purpose of dimensional deduction, and meanwhile learning its temporal evolution patterns. In this …

2019-10-19abs ↗pdf ↗

Market dynamic is quantified in terms of the entropy S(τ,n)S(τ,n) of the clusters formed by the intersections between the series of the prices ptp_t and the moving average p~t,n\widetilde{p}_{t,n}. The entropy S(τ,n)S(τ,n) is defined according to Shannon as P(τ,n)logP(τ,n),\sum P(τ,n)\log P(τ,n), with P(τ,n)P(τ,n) the probability for the cluster t…

2019-08-01abs ↗pdf ↗

Study discovers patterns in insulin needs for T1D patients.

problem Finding the right insulin dose and time for T1D patients is challenging.
method Used OpenAPS Data Commons dataset and time series techniques like matrix profile and multi-variate clustering.
result Identified temporal patterns in insulin needs driven by factors like carbohydrates and possibly others.

In this work, we present a method for node embedding in temporal graphs. We propose an algorithm that learns the evolution of a temporal graph's nodes and edges over time and incorporates this dynamics in a temporal node embedding framework for different graph prediction tasks. We present a joint loss function that cre…

2019-03-21abs ↗pdf ↗

NeuralFLoC unifies registration and clustering of functional data, overcoming phase variation challenges.

problem Challenges in clustering functional data due to phase variation and temporal misalignment.
method NeuralFLoC uses Neural ODE-driven diffeomorphic flows and spectral clustering for joint registration and clustering.
result NeuralFLoC effectively disentangles phase and amplitude variation, achieving state-of-the-art performance.

A natural approach to analyze interaction data of form "what-connects-to-what-when" is to create a time-series (or rather a sequence) of graphs through temporal discretization (bandwidth selection) and spatial discretization (vertex contraction). Such discretization together with non-negative factorization techniques c…

2014-06-24abs ↗pdf ↗