Article (Scientific journals)
Parsimonious time series clustering using P-splines
Iorio, Carmela; Frasso, Gianluca; D’Ambrosio, Antonio et al.
2016In Expert Systems with Applications
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Keywords :
Clustering algorithms; P-splines; Time series
Abstract :
[en] Abstract We introduce a parsimonious model-based framework for clustering time course data. In these applications the computational burden becomes often an issue due to the large number of available observations. The measured time series can also be very noisy and sparse and an appropriate model describing them can be hard to define. We propose to model the observed measurements by using P-spline smoothers and then to cluster the functional objects as summarized by the optimal spline coefficients. According to the characteristics of the observed measurements, our proposal can be combined with any suitable clustering method. In this paper we provide applications based on non-hierarchical clustering algorithms. We evaluate the accuracy and the efficiency of our proposal by simulations and by analyzing two real data examples.
Disciplines :
Engineering, computing & technology: Multidisciplinary, general & others
Author, co-author :
Iorio, Carmela;  University of Naples Federico II > Department of Economics and Statistics
Frasso, Gianluca ;  Université de Liège > Faculté des sciences sociales > Méthodes quantitatives en sciences sociales
D’Ambrosio, Antonio;  University of Naples Federico II > Department of Economics and Statistics
Siciliano, Roberta;  University of Naples Federico II > Department of Industrial Engineering
Language :
English
Title :
Parsimonious time series clustering using P-splines
Publication date :
2016
Journal title :
Expert Systems with Applications
ISSN :
0957-4174
eISSN :
1873-6793
Publisher :
Elsevier, Oxford, United Kingdom
Pages :
-
Peer reviewed :
Peer Reviewed verified by ORBi
Available on ORBi :
since 21 January 2016

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