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Paper Abstract and Keywords
Presentation 2010-03-10 13:20
ARMA Model Based Time Series Clustering Using Dirichlet Process Mixture Models
Yuki Washizu, Nobuo Suematsu, Akira Hayashi, Kazunori Iwata (Hiroshima City Univ) NC2009-135
Abstract (in Japanese) (See Japanese page) 
(in English) Dirichlet 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 Dirichlet process mixture models.
Keyword (in Japanese) (See Japanese page) 
(in English) Dirichlet Process Mixture Model / ARMA Model / Markov Chain Monte Carlo / / / / /  
Reference Info. IEICE Tech. Rep., vol. 109, no. 461, NC2009-135, pp. 279-284, March 2010.
Paper # NC2009-135 
Date of Issue 2010-03-02 (NC) 
ISSN Print edition: ISSN 0913-5685    Online edition: ISSN 2432-6380
Copyright
and
reproduction		 All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034)
Download PDF NC2009-135

Conference Information
Committee NC MBE  
Conference Date 2010-03-09 - 2010-03-11 
Place (in Japanese) (See Japanese page) 
Place (in English) Tamagawa University 
Topics (in Japanese) (See Japanese page) 
Topics (in English) General 
Paper Information
Registration To NC 
Conference Code 2010-03-NC-MBE 
Language Japanese 
Title (in Japanese) (See Japanese page) 
Sub Title (in Japanese) (See Japanese page) 
Title (in English) ARMA Model Based Time Series Clustering Using Dirichlet Process Mixture Models 
Sub Title (in English)  
Keyword(1) Dirichlet Process Mixture Model  
Keyword(2) ARMA Model  
Keyword(3) Markov Chain Monte Carlo  
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1st Author's Name Yuki Washizu  
1st Author's Affiliation Hiroshima City University (Hiroshima City Univ)
2nd Author's Name Nobuo Suematsu  
2nd Author's Affiliation Hiroshima City University (Hiroshima City Univ)
3rd Author's Name Akira Hayashi  
3rd Author's Affiliation Hiroshima City University (Hiroshima City Univ)
4th Author's Name Kazunori Iwata  
4th Author's Affiliation Hiroshima City University (Hiroshima City Univ)
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Speaker Author-1 
Date Time 2010-03-10 13:20:00 
Presentation Time 25 minutes 
Registration for NC 
Paper # NC2009-135 
Volume (vol) vol.109 
Number (no) no.461 
Page pp.279-284 
#Pages 6 
Date of Issue 2010-03-02 (NC) 

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