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Dynamic model-based clustering for spatio-temporal data

机译:基于动态模型的时空数据聚类

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In many research fields, scientific questions are investigated by analyzing data collected over space and time, usually at fixed spatial locations and time steps and resulting in geo-referenced time series. In this context, it is of interest to identify potential partitions of the space and study their evolution over time. A finite space-time mixture model is proposed to identify level-based clusters in spatio-temporal data and study their temporal evolution along the time frame. We anticipate space-time dependence by introducing spatio-temporally varying mixing weights to allocate observations at nearby locations and consecutive time points with similar cluster's membership probabilities. As a result, a clustering varying over time and space is accomplished. Conditionally on the cluster's membership, a state-space model is deployed to describe the temporal evolution of the sites belonging to each group. Fully posterior inference is provided under a Bayesian framework through Monte Carlo Markov chain algorithms. Also, a strategy to select the suitable number of clusters based upon the posterior temporal patterns of the clusters is offered. We evaluate our approach through simulation experiments, and we illustrate using air quality data collected across Europe from 2001 to 2012, showing the benefit of borrowing strength of information across space and time.
机译:在许多研究领域中,科学问题是通过分析通常在固定的空间位置和时间步长上在空间和时间上收集的数据进行分析,从而得出以地理为参考的时间序列。在这种情况下,确定空间的潜在分区并研究其随时间的变化是很有意义的。提出了一种有限的时空混合模型,以识别时空数据中基于层次的聚类,并研究其沿时间框架的时间演化。通过引入时空变化的混合权重,以将观测值分配给附近位置和具有相似集群成员资格的连续时间点的观测值,我们可以预测时空依赖性。结果,实现了随时间和空间变化的聚类。有条件地基于集群的成员资格,部署状态空间模型来描述属于每个组的站点的时间演变。在贝叶斯框架下,通过蒙特卡洛·马尔科夫链算法提供了完全后验推论。而且,提供了一种基于聚类的后时间模式选择合适数目的聚类的策略。我们通过模拟实验评估了我们的方法,并举例说明了从2001年至2012年在欧洲范围内收集的空气质量数据,显示了利用信息时空优势在时空上的优势。

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