0000000000635503

AUTHOR

César A. Astudillo

Concept Drift Detection Using Online Histogram-Based Bayesian Classifiers

In this paper, we present a novel algorithm that performs online histogram-based classification, i.e., specifically designed for the case when the data is dynamic and its distribution is non-stationary. Our method, called the Online Histogram-based Naïve Bayes Classifier (OHNBC) involves a statistical classifier based on the well-established Bayesian theory, but which makes some assumptions with respect to the independence of the attributes. Moreover, this classifier generates a prediction model using uni-dimensional histograms, whose segments or buckets are fixed in terms of their cardinalities but dynamic in terms of their widths. Additionally, our algorithm invokes the principles of info…

research product

A Cluster Analysis of Stock Market Data Using Hierarchical SOMs

The analysis of stock markets has become relevant mainly because of its financial implications. In this paper, we propose a novel methodology for performing a structured cluster analysis of stock market data. Our proposed method uses a tree-based neural network called the TTOSOM. The TTOSOM performs self-organization to construct tree-based clusters of vector data in the multi-dimensional space. The resultant tree possesses interesting mathematical properties such as a succinct representation of the original data distribution, and a preservation of the underlying topology. In order to demonstrate the capabilities of our method, we analyze 206 assets of the Italian stock market. We were able…

research product

Imposing tree-based topologies onto self organizing maps

Accepted version of an article from the journal Information Sciences. Definitive published version available on Elsevier Science Direct: http://dx.doi.org/10.1016/j.ins.2011.04.038 The beauty of the Kohonen map is that it has the property of organizing the codebook vectors, which represent the data points, both with respect to the underlying distribution and topologically. This topology is traditionally linear, even though the underlying lattice could be a grid, and this has been used in a variety of applications [23,35,40]. The most prominent efforts to render the topology to be structured involves the Evolving Tree (ET) due to Pakkanen et al. [36], and the Self-Organizing Tree Maps (SOTM)…

research product

Pattern Recognition using the TTOCONROT

-

research product

Semi-supervised classification using tree-based self-organizing maps

Published version of an article from the following onference prodeedings: AI 2011: Advances in Artificial Intelligence. Also available from the publisher on SpringerLink: http://dx.doi.org/10.1007/978-3-642-25832-9_3 This paper presents a classifier which uses a tree-based Neural Network (NN), and uses both, unlabeled and labeled instances. First, we learn the structure of the data distribution in an unsupervised manner. After convergence, and once labeled data become available, our strategy tags each of the clusters according to the evidence provided by the instances. Unlike other neighborhood-based schemes, our classifier uses only a small set of representatives whose cardinality can be m…

research product