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Joint probabilistic curve clustering and alignment
 In Advances in Neural Information Processing Systems 17
, 2005
"... Clustering and prediction of sets of curves is an important problem in many areas of science and engineering. It is often the case that curves tend to be misaligned from each other in a continuous manner, either in space (across the measurements) or in time. We develop a probabilistic framework that ..."
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Cited by 16 (0 self)
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Clustering and prediction of sets of curves is an important problem in many areas of science and engineering. It is often the case that curves tend to be misaligned from each other in a continuous manner, either in space (across the measurements) or in time. We develop a probabilistic framework that allows for joint clustering and continuous alignment of sets of curves in curve space (as opposed to a fixeddimensional featurevector space). The proposed methodology integrates new probabilistic alignment models with modelbased curve clustering algorithms. The probabilistic approach allows for the derivation of consistent EM learning algorithms for the joint clusteringalignment problem. Experimental results are shown for alignment of human growth data, and joint clustering and alignment of gene expression timecourse data. 1
Probabilistic Clustering of Extratropical Cyclones Using Regression Mixture Models
 Climate Dynamics
, 2006
"... A probabilistic clustering technique is developed for classification of wintertime extratropical cyclone (ETC) tracks over the North Atlantic. We use a regression mixture model to describe the longitudetime and latitude–time propagation of the ETCs. A simple tracking algorithm is applied to 6hourl ..."
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Cited by 14 (5 self)
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A probabilistic clustering technique is developed for classification of wintertime extratropical cyclone (ETC) tracks over the North Atlantic. We use a regression mixture model to describe the longitudetime and latitude–time propagation of the ETCs. A simple tracking algorithm is applied to 6hourly mean sealevel pressure fields to obtain the tracks from either a general circulation model (GCM) or a reanalysis data set. Quadratic curves are found to provide the best description of the data. We select a threecluster classification for both data sets, based on a mix of objective and subjective criteria. The track orientations in each of the clusters are broadly similar for the GCM and reanalyzed data; they are characterized by predominantly southtonorth (S–N), westtoeast (W–E), and southwesttonortheast (SW–NE) tracking cyclones, respectively. The reanalysis cyclone tracks, however, are found to be much more tightly clustered geographically than those of the GCM. For the reanalysis data, a link is found between the occurrence of cyclones belonging to different clusters of trajectoryshape, and the phase of the North Atlantic Oscillation (NAO). The positive
Cluster analysis of typhoon tracks. Part I: General properties
 J. CLIMATE
, 2007
"... A new probabilistic clustering technique, based on a regression mixture model, is used to describe tropical cyclone trajectories in the western North Pacific. Each component of the mixture model consists of a quadratic regression curve of cyclone position against time. The besttrack 1950–2002 datas ..."
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Cited by 8 (4 self)
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A new probabilistic clustering technique, based on a regression mixture model, is used to describe tropical cyclone trajectories in the western North Pacific. Each component of the mixture model consists of a quadratic regression curve of cyclone position against time. The besttrack 1950–2002 dataset is described by seven distinct clusters. These clusters are then analyzed in terms of genesis location, trajectory, landfall, intensity, and seasonality. Both genesis location and trajectory play important roles in defining the clusters. Several distinct types of straightmoving, as well as recurving, trajectories are identified, thus enriching this main distinction found in previous studies. Intensity and seasonality of cyclones, though not used by the clustering algorithm, are both highly stratified from cluster to cluster. Three straightmoving trajectory types have very small withincluster spread, while the recurving types are more diffuse. Tropical cyclone landfalls over East and Southeast Asia are found to be strongly cluster dependent, both in terms of frequency and region of impact. The relationships of each cluster type with the largescale circulation, sea surface temperatures, and the
3654 JOURNAL OF CLIMATE VOLUME 20 Cluster Analysis of Typhoon Tracks. Part II: LargeScale Circulation and ENSO
, 2006
"... A new probabilistic clustering method, based on a regression mixture model, is used to describe tropical cyclone (TC) propagation in the western North Pacific (WNP). Seven clusters were obtained and described ..."
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A new probabilistic clustering method, based on a regression mixture model, is used to describe tropical cyclone (TC) propagation in the western North Pacific (WNP). Seven clusters were obtained and described
State Space Models for Seasonal Aggregation in Sales Forecasting
, 2005
"... filter; HoltWinters method This paper describes a way to improve forecasts by simultaneously forecasting a group of products that exhibit a similar seasonal pattern. There have already been several previous publications that demonstrated forecast improvements using seasonal aggregation. However, th ..."
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filter; HoltWinters method This paper describes a way to improve forecasts by simultaneously forecasting a group of products that exhibit a similar seasonal pattern. There have already been several previous publications that demonstrated forecast improvements using seasonal aggregation. However, these papers focused on various ad hoc methods to combine seasonal indices from aggregated time series. Instead, we develop state space models in which aggregation is naturally incorporated. Our primary contribution is the seasonal aggregation extension of the Harvey’s dummy seasonal model and the trigonometric seasonal model. Using sales data, we show the possible improvement of forecasting accuracy using these aggregation models, compared with forecasting individual time series. The empirical results suggest that the truncated harmonic trigonometric seasonal aggregation model (a trigonometric seasonal model with a reduced number of harmonics) is the most promising approach to perform seasonal aggregation forecasting in terms of forecast accuracy and computational cost. 1
Nonparametric Bayesian Mixedeffects Models for Multitask Learning
, 2013
"... In many real world problems we are interested in learning multiple tasks while the training set for each task is quite small. When the different tasks are related, one can learn all tasks simultaneously and aim to get improved predictive performance by taking advantage of the common aspects of all t ..."
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In many real world problems we are interested in learning multiple tasks while the training set for each task is quite small. When the different tasks are related, one can learn all tasks simultaneously and aim to get improved predictive performance by taking advantage of the common aspects of all tasks. This general idea is known as multitask learning and it has been successfully investigated in several technical settings, with applications in many areas. In this thesis we explore a Bayesian realization of this idea especially using Gaussian Processes (GP) where sharing the prior and its parameters among the tasks can be seen to implement multitask learning. Our focus is on the functional mixedeffects model. More specifically, we propose a family of novel Nonparametric Bayesian models, Grouped mixedeffects GP models, where each individual task is given by a fixedeffect, taken from one of a set of unknown groups, plus a random individual effect function that captures variations among individuals. The proposed models provide a unified algorithmic framework to solve time series prediction, clustering and classification.