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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
| ASCII Text | x | ||
| Yimin Xiong, Dit-Yan Yeung, "Mixtures of ARMA Models for Model-Based Time Series Clustering," Data Mining, IEEE International Conference on, pp. 717, Second IEEE International Conference on Data Mining (ICDM'02), 2002. | |||
| BibTex | x | ||
| @article{ 10.1109/ICDM.2002.1184037, author = {Yimin Xiong and Dit-Yan Yeung}, title = {Mixtures of ARMA Models for Model-Based Time Series Clustering}, journal ={Data Mining, IEEE International Conference on}, volume = {0}, year = {2002}, isbn = {0-7695-1754-4}, pages = {717}, doi = {http://doi.ieeecomputersociety.org/10.1109/ICDM.2002.1184037}, publisher = {IEEE Computer Society}, address = {Los Alamitos, CA, USA}, } | |||
| RefWorks Procite/RefMan/Endnote | x | ||
| TY - CONF JO - Data Mining, IEEE International Conference on TI - Mixtures of ARMA Models for Model-Based Time Series Clustering SN - 0-7695-1754-4 SP EP A1 - Yimin Xiong, A1 - Dit-Yan Yeung, PY - 2002 KW - null VL - 0 JA - Data Mining, IEEE International Conference on ER - | |||
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
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