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Статті в журналах з теми "Noisy Time Series Clustering"
Tkachenko, Anastasiia Yevhenivna, Liudmyla Olehivna Kyrychenko, and Tamara Anatoliivna Radyvylova. "Clustering Noisy Time Series." System technologies 3, no. 122 (October 10, 2019): 133–39. http://dx.doi.org/10.34185/1562-9945-3-122-2019-15.
Повний текст джерелаYelibi, Lionel, and Tim Gebbie. "Agglomerative likelihood clustering." Journal of Statistical Mechanics: Theory and Experiment 2021, no. 11 (November 1, 2021): 113408. http://dx.doi.org/10.1088/1742-5468/ac3661.
Повний текст джерелаZhang, Zheng, Ping Tang, Lianzhi Huo, and Zengguang Zhou. "MODIS NDVI time series clustering under dynamic time warping." International Journal of Wavelets, Multiresolution and Information Processing 12, no. 05 (September 2014): 1461011. http://dx.doi.org/10.1142/s0219691314610116.
Повний текст джерелаZhang, Yunsheng, Qingzhang Shi, Jiawei Zhu, Jian Peng, and Haifeng Li. "Time Series Clustering with Topological and Geometric Mixed Distance." Mathematics 9, no. 9 (May 6, 2021): 1046. http://dx.doi.org/10.3390/math9091046.
Повний текст джерелаZhang, Zheng, Ping Tang, Weixiong Zhang, and Liang Tang. "Satellite Image Time Series Clustering via Time Adaptive Optimal Transport." Remote Sensing 13, no. 19 (October 6, 2021): 3993. http://dx.doi.org/10.3390/rs13193993.
Повний текст джерелаJacob, Rinku, K. P. Harikrishnan, R. Misra, and G. Ambika. "Weighted recurrence networks for the analysis of time-series data." Proceedings of the Royal Society A: Mathematical, Physical and Engineering Sciences 475, no. 2221 (January 2019): 20180256. http://dx.doi.org/10.1098/rspa.2018.0256.
Повний текст джерелаD’Urso, Pierpaolo, Livia De Giovanni, Riccardo Massari, and Dario Di Lallo. "Noise fuzzy clustering of time series by autoregressive metric." METRON 71, no. 3 (November 2013): 217–43. http://dx.doi.org/10.1007/s40300-013-0024-x.
Повний текст джерелаHuang, Mengxing, Qili Bao, Yu Zhang, and Wenlong Feng. "A Hybrid Algorithm for Forecasting Financial Time Series Data Based on DBSCAN and SVR." Information 10, no. 3 (March 7, 2019): 103. http://dx.doi.org/10.3390/info10030103.
Повний текст джерелаLi, Haibo, Cheng Wang, Gengqian Wei, and Sina Xu. "Mining the Coopetition Relationship of Urban Public Traffic Lines Based on Time Series Correlation." Journal of Physics: Conference Series 2138, no. 1 (December 1, 2021): 012005. http://dx.doi.org/10.1088/1742-6596/2138/1/012005.
Повний текст джерелаKuschnerus, Mieke, Roderik Lindenbergh, and Sander Vos. "Coastal change patterns from time series clustering of permanent laser scan data." Earth Surface Dynamics 9, no. 1 (February 19, 2021): 89–103. http://dx.doi.org/10.5194/esurf-9-89-2021.
Повний текст джерелаДисертації з теми "Noisy Time Series Clustering"
Kim, Doo Young. "Statistical Modeling of Carbon Dioxide and Cluster Analysis of Time Dependent Information: Lag Target Time Series Clustering, Multi-Factor Time Series Clustering, and Multi-Level Time Series Clustering." Scholar Commons, 2016. http://scholarcommons.usf.edu/etd/6277.
Повний текст джерелаXiong, Yimin. "Time series clustering using ARMA models /." View abstract or full-text, 2004. http://library.ust.hk/cgi/db/thesis.pl?COMP%202004%20XIONG.
Повний текст джерелаIncludes bibliographical references (leaves 49-55). Also available in electronic version. Access restricted to campus users.
Jarjour, Riad. "Clustering financial time series for volatility modeling." Diss., University of Iowa, 2018. https://ir.uiowa.edu/etd/6439.
Повний текст джерелаTorku, Thomas K. "Takens Theorem with Singular Spectrum Analysis Applied to Noisy Time Series." Digital Commons @ East Tennessee State University, 2016. https://dc.etsu.edu/etd/3013.
Повний текст джерелаLi, Jing. "Clustering and forecasting for rain attenuation time series data." Thesis, KTH, Skolan för informations- och kommunikationsteknik (ICT), 2017. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-219615.
Повний текст джерелаClustering is een van de unsupervised learning algorithmen om groep soortgelijke objecten in dezelfde cluster en de objecten in dezelfde cluster zijn meer vergelijkbaar met elkaar dan die in de andere clusters. Prognoser är att göra förutspårningar baserade på övergående data och effektiva artificiella intelligensmodeller för att förutspå datautveckling, som kan hjälpa till att fatta lämpliga beslut. Dataseten som används i denna avhandling är signaldämpningstidsseriedata från mikrovågsnätverket. Mikrovågsnät är kommunikationssystem för att överföra information mellan två fasta platser på jorden. De kan stödja ökade kapacitetsbehov i mobilnät och spela en viktig roll i nästa generationens trådlösa kommunikationsteknik. Men inneboende sårbarhet för slumpmässig fluktuering som nedbörd kommer att orsaka betydande nätverksförstöring. I den här avhandlingen används K-medel, Fuzzy c-medel och 2-state Hidden Markov Model för att utveckla ett steg och tvåstegs regen dämpning dataklyvningsmodeller. Prognosmodellerna är utformade utifrån k-närmaste granne-metoden och implementeras med linjär regression för att förutsäga realtidsdämpning för att hjälpa mikrovågstransportnät att mildra regnpåverkan, göra rätt beslut före tid och förbättra den allmänna prestandan.
Nunes, Neuza Filipa Martins. "Algorithms for time series clustering applied to biomedical signals." Master's thesis, Faculdade de Ciências e Tecnologia, 2011. http://hdl.handle.net/10362/5666.
Повний текст джерелаThe increasing number of biomedical systems and applications for human body understanding creates a need for information extraction tools to use in biosignals. It’s important to comprehend the changes in the biosignal’s morphology over time, as they often contain critical information on the condition of the subject or the status of the experiment. The creation of tools that automatically analyze and extract relevant attributes from biosignals, providing important information to the user, has a significant value in the biosignal’s processing field. The present dissertation introduces new algorithms for time series clustering, where we are able to separate and organize unlabeled data into different groups whose signals are similar to each other. Signal processing algorithms were developed for the detection of a meanwave, which represents the signal’s morphology and behavior. The algorithm designed computes the meanwave by separating and averaging all cycles of a cyclic continuous signal. To increase the quality of information given by the meanwave, a set of wave-alignment techniques was also developed and its relevance was evaluated in a real database. To evaluate our algorithm’s applicability in time series clustering, a distance metric created with the information of the automatic meanwave was designed and its measurements were given as input to a K-Means clustering algorithm. With that purpose, we collected a series of data with two different modes in it. The produced algorithm successfully separates two modes in the collected data with 99.3% of efficiency. The results of this clustering procedure were compared to a mechanism widely used in this area, which models the data and uses the distance between its cepstral coefficients to measure the similarity between the time series.The algorithms were also validated in different study projects. These projects show the variety of contexts in which our algorithms have high applicability and are suitable answers to overcome the problems of exhaustive signal analysis and expert intervention. The algorithms produced are signal-independent, and therefore can be applied to any type of signal providing it is a cyclic signal. The fact that this approach doesn’t require any prior information and the preliminary good performance make these algorithms powerful tools for biosignals analysis and classification.
Correia, Maria Inês Costa. "Cluster analysis of financial time series." Master's thesis, Instituto Superior de Economia e Gestão, 2020. http://hdl.handle.net/10400.5/21016.
Повний текст джерелаEsta dissertação aplica o método da Signature como medida de similaridade entre dois objetos de séries temporais usando as propriedades de ordem 2 da Signature e aplicando-as a um método de Clustering Asimétrico. O método é comparado com uma abordagem de Clustering mais tradicional, onde a similaridade é medida usando Dynamic Time Warping, desenvolvido para trabalhar com séries temporais. O intuito é considerar a abordagem tradicional como benchmark e compará-la ao método da Signature através do tempo de computação, desempenho e algumas aplicações. Estes métodos são aplicados num conjunto de dados de séries temporais financeiras de Fundos Mútuos do Luxemburgo. Após a revisão da literatura, apresentamos o método Dynamic Time Warping e o método da Signature. Prossegue-se com a explicação das abordagens de Clustering Tradicional, nomeadamente k-Means, e Clustering Espectral Assimétrico, nomeadamente k-Axes, desenvolvido por Atev (2011). O último capítulo é dedicado à Investigação Prática onde os métodos anteriores são aplicados ao conjunto de dados. Os resultados confirmam que o método da Signature têm efectivamente potencial para Machine Learning e previsão, como sugerido por Levin, Lyons and Ni (2013).
This thesis applies the Signature method as a measurement of similarities between two time-series objects, using the Signature properties of order 2, and its application to Asymmetric Spectral Clustering. The method is compared with a more Traditional Clustering approach where similarities are measured using Dynamic Time Warping, developed to work with time-series data. The intention for this is to consider the traditional approach as a benchmark and compare it to the Signature method through computation times, performance, and applications. These methods are applied to a financial time series data set of Mutual Exchange Funds from Luxembourg. After the literature review, we introduce the Dynamic Time Warping method and the Signature method. We continue with the explanation of Traditional Clustering approaches, namely k-Means, and Asymmetric Clustering techniques, namely the k-Axes algorithm, developed by Atev (2011). The last chapter is dedicated to Practical Research where the previous methods are applied to the data set. Results confirm that the Signature method has indeed potential for machine learning and prediction, as suggested by Levin, Lyons, and Ni (2013).
info:eu-repo/semantics/publishedVersion
Nelson, Alex Tremain. "Nonlinear estimation and modeling of noisy time-series by dual Kalman filtering methods." Oregon Health & Science University, 2000. http://content.ohsu.edu/u?/etd,211.
Повний текст джерелаElectrical and Computer Engineering
Numerous applications require either the estimation or prediction of a noisy time-series. Examples include speech enhancement, economic forecasting, and geophysical modeling. A noisy time-series can be described in terms of a probabilistic model, which accounts for both the deterministic and stochastic components of the dynamics. Such a model can be used with a Kalman filter (or extended Kalman filter) to estimate and predict the time-series from noisy measurements. When the model is unknown, it must be estimated as well; dual estimation refers to the problem of estimating both the time-series, and its underlying probabilistic model, from noisy data. The majority of dual estimation techniques in the literature are for signals described by linear models, and many are restricted to off-line application domains. Using a probabilistic approach to dual estimation, this work unifies many of the approaches in the literature within a common theoretical and algorithmic framework, and extends their capabilities to include sequential dual estimation of both linear and nonlinear signals. The dual Kalman filtering method is developed as a method for minimizing a variety of dual estimation cost functions, and is shown to be an effective general method for estimating the signal, model parameters, and noise variances in both on-line and off-line environments.
Wang, Chiying. "Contributions to Collective Dynamical Clustering-Modeling of Discrete Time Series." Digital WPI, 2016. https://digitalcommons.wpi.edu/etd-dissertations/198.
Повний текст джерелаNordlinder, Magnus. "Clustering of Financial Account Time Series Using Self Organizing Maps." Thesis, KTH, Matematisk statistik, 2021. http://urn.kb.se/resolve?urn=urn:nbn:se:kth:diva-291612.
Повний текст джерелаMålet med denna uppsats är att klustra tidsserier över finansiella konton genom att extrahera tidsseriernas karakteristik. För detta används två metoder för att reducera tidsseriernas dimensionalitet, Kohonen Self Organizing Maps och principal komponent analys. Resultatet används sedan för att klustra finansiella tjänster som en kund använder, med syfte att analysera om det existerar ett urval av tjänster som är mer eller mindre förekommande bland olika tidsseriekluster. Resultatet kan användas för att analysera dynamiken mellan kontobehållning och kundens finansiella tjänster, samt om en tjänst är mer förekommande i ett tidsseriekluster.
Книги з теми "Noisy Time Series Clustering"
Time Series Clustering and Classification. Chapman and Hall/CRC, 2019.
Знайти повний текст джерелаWhitenack, Daniel. Machine Learning With Go: Implement Regression, Classification, Clustering, Time-series Models, Neural Networks, and More using the Go Programming Language. Packt Publishing - ebooks Account, 2017.
Знайти повний текст джерелаHuffaker, Ray, Marco Bittelli, and Rodolfo Rosa. Data Preprocessing. Oxford University Press, 2018. http://dx.doi.org/10.1093/oso/9780198782933.003.0006.
Повний текст джерелаЧастини книг з теми "Noisy Time Series Clustering"
Alanzado, Arnold C., and Sadaaki Miyamoto. "Fuzzy c-Means Clustering in the Presence of Noise Cluster for Time Series Analysis." In Modeling Decisions for Artificial Intelligence, 156–63. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/11526018_16.
Повний текст джерелаBasalto, Nicolas, and Francesco De Carlo. "Clustering financial time series." In Practical Fruits of Econophysics, 252–56. Tokyo: Springer Tokyo, 2006. http://dx.doi.org/10.1007/4-431-28915-1_46.
Повний текст джерелаGupta, Kartikay, and Niladri Chatterjee. "Financial Time Series Clustering." In Information and Communication Technology for Intelligent Systems (ICTIS 2017) - Volume 2, 146–56. Cham: Springer International Publishing, 2017. http://dx.doi.org/10.1007/978-3-319-63645-0_16.
Повний текст джерелаLeamer, Edward E. "Pooling Noisy Data Sets." In Econometrics of Short and Unreliable Time Series, 41–60. Heidelberg: Physica-Verlag HD, 1995. http://dx.doi.org/10.1007/978-3-642-99782-2_3.
Повний текст джерелаCheng, B., and H. Tong. "Nonparametric function estimation in noisy chaos." In Developments in Time Series Analysis, 183–206. Boston, MA: Springer US, 1993. http://dx.doi.org/10.1007/978-1-4899-4515-0_14.
Повний текст джерелаGood, Phillip. "Clustering in Time and Space." In Springer Series in Statistics, 105–9. New York, NY: Springer New York, 1994. http://dx.doi.org/10.1007/978-1-4757-2346-5_8.
Повний текст джерелаGood, Phillip. "Clustering in Time and Space." In Springer Series in Statistics, 134–39. New York, NY: Springer New York, 2000. http://dx.doi.org/10.1007/978-1-4757-3235-1_8.
Повний текст джерелаPinto da Costa, Joaquim. "Weighted Clustering of Time Series." In Rankings and Preferences, 69–73. Berlin, Heidelberg: Springer Berlin Heidelberg, 2015. http://dx.doi.org/10.1007/978-3-662-48344-2_6.
Повний текст джерелаWang, Fei, and Changshui Zhang. "Spectral Clustering for Time Series." In Pattern Recognition and Data Mining, 345–54. Berlin, Heidelberg: Springer Berlin Heidelberg, 2005. http://dx.doi.org/10.1007/11551188_37.
Повний текст джерелаMarti, Gautier, Frank Nielsen, Philippe Very, and Philippe Donnat. "Clustering Random Walk Time Series." In Lecture Notes in Computer Science, 675–84. Cham: Springer International Publishing, 2015. http://dx.doi.org/10.1007/978-3-319-25040-3_72.
Повний текст джерелаТези доповідей конференцій з теми "Noisy Time Series Clustering"
Rivera-García, Diego, Luis Angel García-Escudero, Agustín Mayo-Iscar, and Joaquin Ortega. "Stationary Intervals for Random Waves by Functional Clustering of Spectral Densities." In ASME 2020 39th International Conference on Ocean, Offshore and Arctic Engineering. American Society of Mechanical Engineers, 2020. http://dx.doi.org/10.1115/omae2020-19171.
Повний текст джерелаUpadhyay, Priyadarshi, S. K. Ghosh, and Anil Kumar. "Entropy based noise clustering soft classification method for identification of wheat crop using time series MODIS data." In 2014 Third International Conference on Agro-Geoinformatics. IEEE, 2014. http://dx.doi.org/10.1109/agro-geoinformatics.2014.6910670.
Повний текст джерелаKhalil, Benmouiza, and Cheknane Ali. "Density-based spatial clustering of application with noise algorithm for the classification of solar radiation time series." In 2016 8th International Conference on Modelling, Identification and Control (ICMIC). IEEE, 2016. http://dx.doi.org/10.1109/icmic.2016.7804123.
Повний текст джерелаCawley, Robert, Guan-Hsong Hsu, and Liming W. Salvino. "Detecting smoothness in noisy time series." In Chaotic, fractal, and nonlinear signal processing. AIP, 1996. http://dx.doi.org/10.1063/1.51053.
Повний текст джерелаKhadivi, Pejman, Prithwish Chakraborty, Ravi Tandon, and Naren Ramakrishnan. "Time series forecasting via noisy channel reversal." In 2015 IEEE 25th International Workshop on Machine Learning for Signal Processing (MLSP). IEEE, 2015. http://dx.doi.org/10.1109/mlsp.2015.7324330.
Повний текст джерелаBhat, Harish S., Majerle Reeves, and Ramin Raziperchikolaei. "Estimating Vector Fields from Noisy Time Series." In 2020 54th Asilomar Conference on Signals, Systems, and Computers. IEEE, 2020. http://dx.doi.org/10.1109/ieeeconf51394.2020.9443354.
Повний текст джерелаYue, Jianwei, Brian Franczak, Glen Takahara, and Wesley S. Burr. "Time Series Clustering using Coherence." In 2nd International Conference on Statistics: Theory and Applications (ICSTA'20). Avestia Publishing, 2020. http://dx.doi.org/10.11159/icsta20.136.
Повний текст джерелаChis, Monica, and Crina Grosan. "Evolutionary Hierarchical Time Series Clustering." In Sixth International Conference on Intelligent Systems Design and Applications]. IEEE, 2006. http://dx.doi.org/10.1109/isda.2006.144.
Повний текст джерелаPing, Loh Wei, Yahya Abu Hasan, Kamel Ariffin Mohd Atan, and Isthrinayagy S. Krishnarajah. "Clustering Short Time-Series Microarray." In INTERNATIONAL CONFERENCE ON MATHEMATICAL BIOLOGY 2007: ICMB07. AIP, 2008. http://dx.doi.org/10.1063/1.2883864.
Повний текст джерелаDougherty, Edward R., Junior Barrera, Marcel Brun, Seungchan Kim, Roberto M. Cesar, Yidong Chen, Michael L. Bittner, and Jeffrey M. Trent. "Time series inference from clustering." In BiOS 2001 The International Symposium on Biomedical Optics, edited by Michael L. Bittner, Yidong Chen, Andreas N. Dorsel, and Edward R. Dougherty. SPIE, 2001. http://dx.doi.org/10.1117/12.427991.
Повний текст джерелаЗвіти організацій з теми "Noisy Time Series Clustering"
Perr-Sauer, Jordan, Adam W. Duran, and Caleb T. Phillips. Clustering Analysis of Commercial Vehicles Using Automatically Extracted Features from Time Series Data. Office of Scientific and Technical Information (OSTI), January 2020. http://dx.doi.org/10.2172/1597242.
Повний текст джерелаBlakely, Logan. Spectral Clustering for Electrical Phase Identification Using Advanced Metering Infrastructure Voltage Time Series. Portland State University Library, January 2000. http://dx.doi.org/10.15760/etd.6567.
Повний текст джерела