F.4.18. Time series analysis
Ali Ghorbanian; Hamideh Razavi
Abstract
In time series clustering, features are typically extracted from the time series data and used for clustering instead of directly clustering the data. However, using the same set of features for all data sets may not be effective. To overcome this limitation, this study proposes a five-step algorithm ...
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In time series clustering, features are typically extracted from the time series data and used for clustering instead of directly clustering the data. However, using the same set of features for all data sets may not be effective. To overcome this limitation, this study proposes a five-step algorithm that extracts a complete set of features for each data set, including both direct and indirect features. The algorithm then selects essential features for clustering using a genetic algorithm and internal clustering criteria. The final clustering is performed using a hierarchical clustering algorithm and the selected features. Results from applying the algorithm to 81 data sets indicate an average Rand index of 72.16%, with 38 of the 78 extracted features, on average, being selected for clustering. Statistical tests comparing this algorithm to four others in the literature confirm its effectiveness.
H.3. Artificial Intelligence
A.R. Hatamlou; M. Deljavan
Abstract
Gold price forecast is of great importance. Many models were presented by researchers to forecast gold price. It seems that although different models could forecast gold price under different conditions, the new factors affecting gold price forecast have a significant importance and effect on the increase ...
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Gold price forecast is of great importance. Many models were presented by researchers to forecast gold price. It seems that although different models could forecast gold price under different conditions, the new factors affecting gold price forecast have a significant importance and effect on the increase of forecast accuracy. In this paper, different factors were studied in comparison to the previous studies on gold price forecast. In terms of time span, the collected data were divided into three groups of daily, monthly and annually. The conducted tests using new factors indicate accuracy improvement up to 2% in neural networks methods, 7/3% in time series method and 5/6% in linear regression method.
Timing analysis
Z. Izakian; M. Mesgari
Abstract
With rapid development in information gathering technologies and access to large amounts of data, we always require methods for data analyzing and extracting useful information from large raw dataset and data mining is an important method for solving this problem. Clustering analysis as the most commonly ...
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With rapid development in information gathering technologies and access to large amounts of data, we always require methods for data analyzing and extracting useful information from large raw dataset and data mining is an important method for solving this problem. Clustering analysis as the most commonly used function of data mining, has attracted many researchers in computer science. Because of different applications, the problem of clustering the time series data has become highly popular and many algorithms have been proposed in this field. Recently Swarm Intelligence (SI) as a family of nature inspired algorithms has gained huge popularity in the field of pattern recognition and clustering. In this paper, a technique for clustering time series data using a particle swarm optimization (PSO) approach has been proposed, and Pearson Correlation Coefficient as one of the most commonly-used distance measures for time series is considered. The proposed technique is able to find (near) optimal cluster centers during the clustering process. To reduce the dimensionality of the search space and improve the performance of the proposed method, a singular value decomposition (SVD) representation of cluster centers is considered. Experimental results over three popular data sets indicate the superiority of the proposed technique in comparing with fuzzy C-means and fuzzy K-medoids clustering techniques.
