Finite mixture model: a comparison method for nonlinear time series data

Author(s):  
Rosmanjawati Binti Abdul Rahman ◽  
Seuk Wai Phoong ◽  
Mohd Tahir Ismail ◽  
Seuk Yen Phoong
Author(s):  
Seuk Yen Phoong ◽  
Mohd Tahir Ismail ◽  
Seuk Wai Phoong ◽  
Rosmanjawati Binti Abdul Rahman

Author(s):  
Seuk Yen Phoong ◽  
Seuk Wai Phoong

The mixture model is known as model-based clustering that is used to model a mixture of unknown distributions. The clustering of mixture model is based on four important criteria, including the number of components in the mixture model, clustering kernel (such as Gaussian mixture models, Dirichlet, etc.), estimation methods, and dimensionality (Lai et al., 2019). Finite mixture model is a finite dimensional of a hierarchical model. It is useful in modeling the data with outliers, non-normal distributed or heavy tails. Furthermore, finite mixture model is flexible when fitted with the models that have multiple modes or skewed distribution. The flexibility depends on the increasing number of parameters with the existence of a number of components. The finite mixture model is a flexible model family and widely applied for large heterogeneous datasets. In addition, the finite mixture model is a probabilistic model that is used to examine the presence of unobserved situations or groups and to measure the distinct parameters or distribution. The situations, such as trend, seasoning, crisis time, normal situation, etc., might affect the number of components that exist for a probabilistic distribution. Furthermore, the finite mixture model is essential for time series data because these data exhibit nonlinearity properties and may have missing data or a jump-diffusion situation (Gensler, 2017; McLachlan and Lee, 2019). Keywords: Bayesian method; Finite Mixture Model; Maximum Likelihood Estimation; Prior distribution; Likelihood Function.


2021 ◽  
Author(s):  
Muhammad Furqan Afzal ◽  
Christian David Márton ◽  
Erin L. Rich ◽  
Kanaka Rajan

Neuroscience has seen a dramatic increase in the types of recording modalities and complexity of neural time-series data collected from them. The brain is a highly recurrent system producing rich, complex dynamics that result in different behaviors. Correctly distinguishing such nonlinear neural time series in real-time, especially those with non-obvious links to behavior, could be useful for a wide variety of applications. These include detecting anomalous clinical events such as seizures in epilepsy, and identifying optimal control spaces for brain machine interfaces. It remains challenging to correctly distinguish nonlinear time-series patterns because of the high intrinsic dimensionality of such data, making accurate inference of state changes (for intervention or control) difficult. Simple distance metrics, which can be computed quickly do not yield accurate classifications. On the other end of the spectrum of classification methods, ensembles of classifiers or deep supervised tools offer higher accuracy but are slow, data-intensive, and computationally expensive. We introduce a reservoir-based tool, state tracker (TRAKR), which offers the high accuracy of ensembles or deep supervised methods while preserving the computational benefits of simple distance metrics. After one-shot training, TRAKR can accurately, and in real time, detect deviations in test patterns. By forcing the weighted dynamics of the reservoir to fit a desired pattern directly, we avoid many rounds of expensive optimization. Then, keeping the output weights frozen, we use the error signal generated by the reservoir in response to a particular test pattern as a classification boundary. We show that, using this approach, TRAKR accurately detects changes in synthetic time series. We then compare our tool to several others, showing that it achieves highest classification performance on a benchmark dataset, sequential MNIST, even when corrupted by noise. Additionally, we apply TRAKR to electrocorticography (ECoG) data from the macaque orbitofrontal cortex (OFC), a higher-order brain region involved in encoding the value of expected outcomes. We show that TRAKR can classify different behaviorally relevant epochs in the neural time series more accurately and efficiently than conventional approaches. Therefore, TRAKR can be used as a fast and accurate tool to distinguish patterns in complex nonlinear time-series data, such as neural recordings.


2020 ◽  
Author(s):  
Sk Md Mosaddek Hossain ◽  
Aanzil Akram Halsana ◽  
Lutfunnesa Khatun ◽  
Sumanta Ray ◽  
Anirban Mukhopadhyay

ABSTRACTPancreatic Ductal Adenocarcinoma (PDAC) is the most lethal type of pancreatic cancer (PC), late detection of which leads to its therapeutic failure. This study aims to find out key regulatory genes and their impact on the progression of the disease helping the etiology of the disease which is still largely unknown. We leverage the landmark advantages of time-series gene expression data of this disease, and thereby the identified key regulators capture the characteristics of gene activity patterns in the progression of the cancer. We have identified the key modules and predicted gene functions of top genes from the compiled gene association network (GAN). Here, we have used the natural cubic spline regression model (splineTimeR) to identify differentially expressed genes (DEG) from the PDAC microarray time-series data downloaded from gene expression omnibus (GEO). First, we have identified key transcriptomic regulators (TR) and DNA binding transcription factors (DbTF). Subsequently, the Dirichlet process and Gaussian process (DPGP) mixture model is utilized to identify the key gene modules. A variation of the partial correlation method is utilized to analyze GAN, which is followed by a process of gene function prediction from the network. Finally, a panel of key genes related to PDAC is highlighted from each of the analyses performed.Please note: Abbreviations should be introduced at the first mention in the main text – no abbreviations lists. Suggested structure of main text (not enforced) is provided below.


2012 ◽  
Vol 8 (4) ◽  
pp. 43-61 ◽  
Author(s):  
S. Uma ◽  
J. Suganthi

Nonlinear time series systems are high dimensional and chaotic in nature. Since, the design of a dynamic and efficient decision making system is a challenging task, a Support Vector Machine (SVM) based model is proposed to predict the future event of a nonlinear time series environment. This model is a non-parametric model that uses the inherent structure of the data for forecasting. The Hybrid Dimensionality Reduction (HDR) and Extended Hybrid Dimensionality Reduction (EHDR) techniques are proposed to represent the time series data and to reduce the dimensionality and control noise besides subsequencing the time series data. The proposed SVM based model using EHDR is compared with the models using Symbolic Aggregate approXimation (SAX), HDR, SVM using Kernel Principal Component Analysis(KPCA) and SVM using varying tube size values for historical data on different financial instruments. The experimental results have proved that the prediction accuracy of the proposed model is better compared with other models taken for the experimentation.


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