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  • Christophe Genolini Bernard Desgraupes Bruno Falissard

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    grandeabobora
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    This document discusses parametric and non-parametric algorithms for clustering multivariate time series data. Parametric algorithms include model-based approaches that maximize a likelihood function, while non-parametric algorithms like K-means clustering optimize a chosen criterion without assuming a particular model. It also provides examples of applying K-means clustering and parametric trajectory modeling to multivariate time series data.

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    Apresentacao

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    This document discusses parametric and non-parametric algorithms for clustering multivariate time series data. Parametric algorithms include model-based approaches that maximize a likelihood function, while non-parametric algorithms like K-means clustering optimize a chosen criterion without assuming a particular model. It also provides examples of applying K-means clustering and parametric trajectory modeling to multivariate time series data.

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    Attribution Non-Commercial (BY-NC)
    Download as PPTX, PDF, TXT or read online from Scribd
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    2 views49 pages

    Christophe Genolini Bernard Desgraupes Bruno Falissard

    Uploaded by

    grandeabobora
    This document discusses parametric and non-parametric algorithms for clustering multivariate time series data. Parametric algorithms include model-based approaches that maximize a likelihood function, while non-parametric algorithms like K-means clustering optimize a chosen criterion without assuming a particular model. It also provides examples of applying K-means clustering and parametric trajectory modeling to multivariate time series data.

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    Attribution Non-Commercial (BY-NC)
    Download as PPTX, PDF, TXT or read online from Scribd
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    of 49

    Christophe Genolini Bernard Desgraupes Bruno Falissard

    Parametric

    algorithms

    Non

    parametric algorithms

    Parametric

    algorithms

    Example : proc traj Base on likelihood

    Non

    parametric algorithms

    K means (KmL)

    I Quebec

    Size = 1,84

    Small likelihood

    Big likelihood

    Number

    of clusters Trajectories shape (linear, polynomial,) Distributions of variable (poisson, normal)


    Maximization of the likelihood

    Number

    of clusters
    Maximization of some criteria


    3.4 1.7 0.65 3.1

    +
    4.2 2.3 1.2 2.3

    3.9

    3.2


    1.6 0.36 1.3 4.9

    +
    6.8 5.1 4 0.6

    5.7

    0.6

    > kml(cld3,4,1,print.traj=TRUE)

    longData <- as.cld(gald()) kml(longData,2:5,10,print.traj=TRUE) choice(longData)

    C1:

    partition for V1 C2: partition for V2


    C1xC2:

    partition for joint trajectories?

    C1 = {small,medium,big} C2 = {blue,red} C1xC2 = {small blue, small red, medium blue, medium red, big blue, big red}

    par(mfrow=c(1,2)) a <- c(1,2,1,3,2,3,3,4,5,3,5) b <- c(6,6,6,5,6,6,5,5,4,3,3) plot(a,type="l",ylim=c(0,10),xlab="First variable",ylab="") plot(b,type="l",ylim=c(0,10),xlab="Second variable",ylab="") points3d(1:11,a,b) axes3d(c("x", "y", "z")) title3d(, , "Time","First variable","Second variable") box3d() aspect3d(c(2, 1, 1)) rgl.viewpoint(0, -90, zoom = 1.2)

    cl <- gald(functionClusters=list(function(t){c(-4,-4)},function(t){c(5,0)},function(t){c(0,5)}),functionNoise = function(t){c(rnorm(1,0,2),rnorm(1,0,2))}) plot3d(cl) kml(cl,3,1,paramKml=parKml(startingCond="randomAll")) plot3d(cl,paramTraj=parTraj(col="clusters"))

    The

    nominees are:

    Calinsky & Harabatz Ray & Turie Davies & Bouldin ...

    The

    winner is

    The

    nominees are:

    Calinsky & Harabatz Ray & Turie Davies & Bouldin ...

    The

    winner is

    Falissard & Genolini (or G & F ?)

    classic distance

    shape distance

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