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Dynamic mixture models for multiple time series

Published: 06 January 2007 Publication History

Abstract

Traditional probabilistic mixture models such as Latent Dirichlet Allocation imply that data records (such as documents) are fully exchangeable. However, data are naturally collected along time, thus obey some order in time. In this paper, we present Dynamic Mixture Models (DMMs) for online pattern discovery in multiple time series. DMMs do not have the noticeable drawback of the SVD-based methods for data streams: negative values in hidden variables are often produced even with all non-negative inputs. We apply DMM models to two real-world datasets, and achieve significantly better results with intuitive interpretation.

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  • (2019)Collaboratively Tracking Interests for User Clustering in Streams of Short TextsIEEE Transactions on Knowledge and Data Engineering10.1109/TKDE.2018.283221131:2(257-272)Online publication date: 1-Feb-2019
  • (2018)Dynamic user profiling for streams of short textsProceedings of the Thirty-Second AAAI Conference on Artificial Intelligence and Thirtieth Innovative Applications of Artificial Intelligence Conference and Eighth AAAI Symposium on Educational Advances in Artificial Intelligence10.5555/3504035.3504754(5860-5867)Online publication date: 2-Feb-2018
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Published In

cover image Guide Proceedings
IJCAI'07: Proceedings of the 20th international joint conference on Artifical intelligence
January 2007
2953 pages
  • Editors:
  • Rajeev Sangal,
  • Harish Mehta,
  • R. K. Bagga

Sponsors

  • The International Joint Conferences on Artificial Intelligence, Inc.

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Morgan Kaufmann Publishers Inc.

San Francisco, CA, United States

Publication History

Published: 06 January 2007

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