| Presentation | 2010-03-10 ARMA Model Based Time Series Clustering Using Dirichiet Process Mixture Models Yuki WASHIZU, Nobuo SUEMATSU, Akira HAYASHI, Kazunori IWATA, |
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| Abstract(in Japanese) | (See Japanese page) |
| Abstract(in English) | Dirichiet Process Mixture (DPM) models allow nonparametric mixture modeling in which the number of mixture components is not specified. This is quite beneficial for clustering and DPM models have been applied to many clustering applications successfully. Gibbs sampling for DPM models where conjugate priors are used is established. However, when the component models do not have conjugate priors, such as the case of ARMA models, we face some difficulty. In this paper, we cope with the difficulty by introducing underlying Metropolis-Hastings chains and realize an ARMA model based time series clustering via Dirichiet process mixture models. |
| Keyword(in Japanese) | (See Japanese page) |
| Keyword(in English) | Dirichlet Process Mixture Model / ARMA Model / Markov Chain Monte Carlo |
| Paper # | NC2009-135 |
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| Conference Information | |
| Committee | NC |
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| Conference Date | 2010/3/2(1days) |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | |
| Topics (in Japanese) | (See Japanese page) |
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| Paper Information | |
| Registration To | Neurocomputing (NC) |
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| Language | JPN |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | ARMA Model Based Time Series Clustering Using Dirichiet Process Mixture Models |
| Sub Title (in English) | |
| Keyword(1) | Dirichlet Process Mixture Model |
| Keyword(2) | ARMA Model |
| Keyword(3) | Markov Chain Monte Carlo |
| 1st Author's Name | Yuki WASHIZU |
| 1st Author's Affiliation | Graduate School of Information Sciences, Hiroshima City University() |
| 2nd Author's Name | Nobuo SUEMATSU |
| 2nd Author's Affiliation | Graduate School of Information Sciences, Hiroshima City University |
| 3rd Author's Name | Akira HAYASHI |
| 3rd Author's Affiliation | Graduate School of Information Sciences, Hiroshima City University |
| 4th Author's Name | Kazunori IWATA |
| 4th Author's Affiliation | Graduate School of Information Sciences, Hiroshima City University |
| Date | 2010-03-10 |
| Paper # | NC2009-135 |
| Volume (vol) | vol.109 |
| Number (no) | 461 |
| Page | pp.pp.- |
| #Pages | 6 |
| Date of Issue | |