Academic literature on the topic 'Probabilistic relaxation clustering'

The relaxation of the probabilistic constraint of the fuzzy c-means clustering model was proposed to provide robust algorithms that are insensitive to strong noise and outlier data. These goals were achieved by the possibilistic c-means (PCM) algorithm, but these advantages came together with a sensitivity to cluster prototype initialization. According to the original recommendations, the probabilistic fuzzy c-means (FCM) algorithm should be applied to establish the cluster initialization and possibilistic penalty terms for PCM. However, when FCM fails to provide valid cluster prototypes due to the presence of noise, PCM has no chance to recover and produce a fine partition. This paper proposes a two-stage c-means clustering algorithm to tackle with most problems enumerated above. In the first stage called initialization, FCM with two modifications is performed: (1) extra cluster added for noisy data; (2) extra variable and constraint added to handle clusters of various diameters. In the second stage, a modified PCM algorithm is carried out, which also contains the cluster width tuning mechanism based on which it adaptively updates the possibilistic penalty terms. The proposed algorithm has less parameters than PCM when the number of clusters is [Formula: see text]. Numerical evaluation involving synthetic and standard test data sets proved the advantages of the proposed clustering model.

ABSTRACT Periodic or quasiperiodic earthquake recurrence on individual faults, as predicted by the elastic rebound model, is not common in nature. Instead, most earthquake sequences are complex and variable, and often show clusters of events separated by long but irregular intervals of quiescence. Such temporal patterns are especially common for large earthquakes in complex fault zones or regional and global fault networks. Mathematically described as the Devil’s Staircase, such temporal patterns are a fractal property of nonlinear complex systems, in which a change of any part (e.g., rupture of a fault or fault segment) could affect the behavior of the whole system. We found that the lengths of the quiescent intervals between clusters are inversely related to tectonic-loading rates, whereas earthquake clustering can be attributed to many factors, including earthquake-induced viscoelastic relaxation and fault interaction. Whereas the underlying causes of the characteristics of earthquake sequences are not fully known, we attempted to statistically characterize these sequences. We found that most earthquake sequences are burstier than the Poisson model commonly used in probabilistic seismic hazard analysis, implying a higher probability of repeating events soon after a large earthquake.

Doctor of Philosophy<br>This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities of basic patterns are used to represent the features of a section of time series. This feature can remove noise from the time series by statistical probability. It is experimentally proven that this feature is successful for pattern repeated time series. Second, a multiscale Gaussian gravity as a pattern relationship measurement which can describe the direction of the pattern relationship is introduced to pattern clustering. By searching for the Gaussian-gravity-guided nearest neighbour of each pattern, this clustering method can easily determine the boundaries of the clusters. Third, a method that unsupervised pattern classification can be transformed into multiscale supervised pattern classification by multiscale supervisory time series or multiscale filtered time series is presented. The second part of this research focuses on multivariate time series analysis using pattern recognition. A systematic method is proposed to find the independent variables of a group of share prices by time series clustering, principal component analysis, independent component analysis, and object recognition. The number of dependent variables is reduced and the multivariate time series analysis is simplified by time series clustering and principal component analysis. Independent component analysis aims to find the ideal independent variables of the group of shares. Object recognition is expected to recognize those independent variables which are similar to the independent components. This method provides a new clue to understanding the stock market and to modelling a large time series database.

This thesis is based on research on financial time series analysis using pattern recognition methods. The first part of this research focuses on univariate time series analysis using different pattern recognition methods. First, probabilities of basic patterns are used to represent the features of a section of time series. This feature can remove noise from the time series by statistical probability. It is experimentally proven that this feature is successful for pattern repeated time series. Second, a multiscale Gaussian gravity as a pattern relationship measurement which can describe the direction of the pattern relationship is introduced to pattern clustering. By searching for the Gaussian-gravity-guided nearest neighbour of each pattern, this clustering method can easily determine the boundaries of the clusters. Third, a method that unsupervised pattern classification can be transformed into multiscale supervised pattern classification by multiscale supervisory time series or multiscale filtered time series is presented. The second part of this research focuses on multivariate time series analysis using pattern recognition. A systematic method is proposed to find the independent variables of a group of share prices by time series clustering, principal component analysis, independent component analysis, and object recognition. The number of dependent variables is reduced and the multivariate time series analysis is simplified by time series clustering and principal component analysis. Independent component analysis aims to find the ideal independent variables of the group of shares. Object recognition is expected to recognize those independent variables which are similar to the independent components. This method provides a new clue to understanding the stock market and to modelling a large time series database.