This Article 
   
 Share 
   
 Bibliographic References 
   
 Add to: 
 
Digg
Furl
Spurl
Blink
Simpy
Google
Del.icio.us
Y!MyWeb
 
 Search 
   
Second IEEE International Conference on Data Mining (ICDM'02)
Mixtures of ARMA Models for Model-Based Time Series Clustering
Maebashi City, Japan
December 09-December 12
ISBN: 0-7695-1754-4
Yimin Xiong, Hong Kong University of Science and Technology
Dit-Yan Yeung, Hong Kong University of Science and Technology
Clustering problems are central to many knowledge discovery and data mining tasks. However, most existing clustering methods can only work with fixed-dimensional representations of data patterns. In this paper, we study the clustering of data patterns that are represented as sequences or time series possibly of different lengths. We propose a model-based approach to this problem using mixtures of autoregressive moving average (ARMA) models. We derive an expectation-maximization (EM) algorithm for learning the mixing coefficients as well as the parameters of the component models. Experiments were conducted on simulated and real datasets. Results show that our method compares favorably with another method recently proposed by others for similar time series clustering problems.
Citation:
Yimin Xiong, Dit-Yan Yeung, "Mixtures of ARMA Models for Model-Based Time Series Clustering," icdm, pp.717, Second IEEE International Conference on Data Mining (ICDM'02), 2002
Usage of this product signifies your acceptance of the Terms of Use.