{"id":"https://openalex.org/W2082679121","doi":"https://doi.org/10.1137/120881981","title":"An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior","display_name":"An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior","publication_year":2013,"publication_date":"2013-01-01","ids":{"openalex":"https://openalex.org/W2082679121","doi":"https://doi.org/10.1137/120881981","mag":"2082679121"},"language":"en","primary_location":{"id":"doi:10.1137/120881981","is_oa":false,"landing_page_url":"https://doi.org/10.1137/120881981","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling &amp; Simulation","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5044404046","display_name":"Jana de Wiljes","orcid":"https://orcid.org/0000-0002-9636-1147"},"institutions":[{"id":"https://openalex.org/I75951250","display_name":"Freie Universit\u00e4t Berlin","ror":"https://ror.org/046ak2485","country_code":"DE","type":"education","lineage":["https://openalex.org/I75951250"]}],"countries":["DE"],"is_corresponding":false,"raw_author_name":"Jana de Wiljes","raw_affiliation_strings":["Free University of Berlin"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Free University of Berlin","institution_ids":["https://openalex.org/I75951250"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5110096032","display_name":"Andrew J. Majda","orcid":null},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"Andrew Majda","raw_affiliation_strings":["Center for Prototype Climate Modeling"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Center for Prototype Climate Modeling","institution_ids":[]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5088102530","display_name":"Illia Horenko","orcid":"https://orcid.org/0000-0002-4964-8014"},"institutions":[{"id":"https://openalex.org/I57201433","display_name":"Universit\u00e0 della Svizzera italiana","ror":"https://ror.org/03c4atk17","country_code":"CH","type":"education","lineage":["https://openalex.org/I57201433"]}],"countries":["CH"],"is_corresponding":false,"raw_author_name":"Illia Horenko","raw_affiliation_strings":["Universit\u00e0 della Svizzera italiana"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"Universit\u00e0 della Svizzera italiana","institution_ids":["https://openalex.org/I57201433"]}]}],"institutions":[],"countries_distinct_count":2,"institutions_distinct_count":2,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":null,"apc_paid":null,"fwci":7.1211,"has_fulltext":false,"cited_by_count":14,"citation_normalized_percentile":{"value":0.96723839,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":89,"max":97},"biblio":{"volume":"11","issue":"2","first_page":"415","last_page":"441"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9958999752998352,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T12205","display_name":"Time Series Analysis and Forecasting","score":0.9889000058174133,"subfield":{"id":"https://openalex.org/subfields/1711","display_name":"Signal Processing"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T12056","display_name":"Markov Chains and Monte Carlo Methods","score":0.9807999730110168,"subfield":{"id":"https://openalex.org/subfields/2613","display_name":"Statistics and Probability"},"field":{"id":"https://openalex.org/fields/26","display_name":"Mathematics"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cluster-analysis","display_name":"Cluster analysis","score":0.8163856267929077},{"id":"https://openalex.org/keywords/markov-chain-monte-carlo","display_name":"Markov chain Monte Carlo","score":0.7501170039176941},{"id":"https://openalex.org/keywords/mathematical-optimization","display_name":"Mathematical optimization","score":0.5130749940872192},{"id":"https://openalex.org/keywords/mathematics","display_name":"Mathematics","score":0.5059365630149841},{"id":"https://openalex.org/keywords/correlation-clustering","display_name":"Correlation clustering","score":0.5012412071228027},{"id":"https://openalex.org/keywords/series","display_name":"Series (stratigraphy)","score":0.47262975573539734},{"id":"https://openalex.org/keywords/algorithm","display_name":"Algorithm","score":0.4617960453033447},{"id":"https://openalex.org/keywords/monte-carlo-method","display_name":"Monte Carlo method","score":0.46117886900901794},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.43570995330810547},{"id":"https://openalex.org/keywords/hybrid-monte-carlo","display_name":"Hybrid Monte Carlo","score":0.42417672276496887},{"id":"https://openalex.org/keywords/markov-chain","display_name":"Markov chain","score":0.416144460439682},{"id":"https://openalex.org/keywords/applied-mathematics","display_name":"Applied mathematics","score":0.3900616765022278},{"id":"https://openalex.org/keywords/statistical-physics","display_name":"Statistical physics","score":0.34013986587524414},{"id":"https://openalex.org/keywords/artificial-intelligence","display_name":"Artificial intelligence","score":0.17552566528320312},{"id":"https://openalex.org/keywords/statistics","display_name":"Statistics","score":0.08320686221122742},{"id":"https://openalex.org/keywords/physics","display_name":"Physics","score":0.06807208061218262}],"concepts":[{"id":"https://openalex.org/C73555534","wikidata":"https://www.wikidata.org/wiki/Q622825","display_name":"Cluster analysis","level":2,"score":0.8163856267929077},{"id":"https://openalex.org/C111350023","wikidata":"https://www.wikidata.org/wiki/Q1191869","display_name":"Markov chain Monte Carlo","level":3,"score":0.7501170039176941},{"id":"https://openalex.org/C126255220","wikidata":"https://www.wikidata.org/wiki/Q141495","display_name":"Mathematical optimization","level":1,"score":0.5130749940872192},{"id":"https://openalex.org/C33923547","wikidata":"https://www.wikidata.org/wiki/Q395","display_name":"Mathematics","level":0,"score":0.5059365630149841},{"id":"https://openalex.org/C94641424","wikidata":"https://www.wikidata.org/wiki/Q5172845","display_name":"Correlation clustering","level":3,"score":0.5012412071228027},{"id":"https://openalex.org/C143724316","wikidata":"https://www.wikidata.org/wiki/Q312468","display_name":"Series (stratigraphy)","level":2,"score":0.47262975573539734},{"id":"https://openalex.org/C11413529","wikidata":"https://www.wikidata.org/wiki/Q8366","display_name":"Algorithm","level":1,"score":0.4617960453033447},{"id":"https://openalex.org/C19499675","wikidata":"https://www.wikidata.org/wiki/Q232207","display_name":"Monte Carlo method","level":2,"score":0.46117886900901794},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.43570995330810547},{"id":"https://openalex.org/C13153151","wikidata":"https://www.wikidata.org/wiki/Q1639846","display_name":"Hybrid Monte Carlo","level":4,"score":0.42417672276496887},{"id":"https://openalex.org/C98763669","wikidata":"https://www.wikidata.org/wiki/Q176645","display_name":"Markov chain","level":2,"score":0.416144460439682},{"id":"https://openalex.org/C28826006","wikidata":"https://www.wikidata.org/wiki/Q33521","display_name":"Applied mathematics","level":1,"score":0.3900616765022278},{"id":"https://openalex.org/C121864883","wikidata":"https://www.wikidata.org/wiki/Q677916","display_name":"Statistical physics","level":1,"score":0.34013986587524414},{"id":"https://openalex.org/C154945302","wikidata":"https://www.wikidata.org/wiki/Q11660","display_name":"Artificial intelligence","level":1,"score":0.17552566528320312},{"id":"https://openalex.org/C105795698","wikidata":"https://www.wikidata.org/wiki/Q12483","display_name":"Statistics","level":1,"score":0.08320686221122742},{"id":"https://openalex.org/C121332964","wikidata":"https://www.wikidata.org/wiki/Q413","display_name":"Physics","level":0,"score":0.06807208061218262},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1137/120881981","is_oa":false,"landing_page_url":"https://doi.org/10.1137/120881981","pdf_url":null,"source":{"id":"https://openalex.org/S4357572","display_name":"Multiscale Modeling and Simulation","issn_l":"1540-3459","issn":["1540-3459","1540-3467"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310320508","host_organization_name":"Society for Industrial and Applied Mathematics","host_organization_lineage":["https://openalex.org/P4310320508"],"host_organization_lineage_names":["Society for Industrial and Applied Mathematics"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Multiscale Modeling &amp; Simulation","raw_type":"journal-article"}],"best_oa_location":null,"sustainable_development_goals":[{"display_name":"Sustainable cities and communities","id":"https://metadata.un.org/sdg/11","score":0.47999998927116394}],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":54,"referenced_works":["https://openalex.org/W857325736","https://openalex.org/W1486632395","https://openalex.org/W1579271636","https://openalex.org/W1735903278","https://openalex.org/W1883186006","https://openalex.org/W1978756975","https://openalex.org/W1983628095","https://openalex.org/W1985093013","https://openalex.org/W1986667529","https://openalex.org/W1990701202","https://openalex.org/W1995595581","https://openalex.org/W1996844008","https://openalex.org/W1998883261","https://openalex.org/W2002041442","https://openalex.org/W2008703230","https://openalex.org/W2011505702","https://openalex.org/W2015195763","https://openalex.org/W2018556306","https://openalex.org/W2019519002","https://openalex.org/W2024060531","https://openalex.org/W2027006788","https://openalex.org/W2033057584","https://openalex.org/W2035084234","https://openalex.org/W2036061892","https://openalex.org/W2052377983","https://openalex.org/W2055849443","https://openalex.org/W2056760934","https://openalex.org/W2057691548","https://openalex.org/W2062866389","https://openalex.org/W2071910307","https://openalex.org/W2073768640","https://openalex.org/W2077096052","https://openalex.org/W2091225596","https://openalex.org/W2091970056","https://openalex.org/W2094561271","https://openalex.org/W2099351817","https://openalex.org/W2108207895","https://openalex.org/W2108843657","https://openalex.org/W2117341849","https://openalex.org/W2138309709","https://openalex.org/W2142635246","https://openalex.org/W2146766088","https://openalex.org/W2147357149","https://openalex.org/W2151261411","https://openalex.org/W2152392167","https://openalex.org/W2161160262","https://openalex.org/W2532236332","https://openalex.org/W2753635250","https://openalex.org/W3099514962","https://openalex.org/W3102232372","https://openalex.org/W3205656812","https://openalex.org/W4236898819","https://openalex.org/W4239953570","https://openalex.org/W4285719527"],"related_works":["https://openalex.org/W1999117613","https://openalex.org/W4226314133","https://openalex.org/W2305965628","https://openalex.org/W2040929534","https://openalex.org/W3098348269","https://openalex.org/W3022637481","https://openalex.org/W2393816671","https://openalex.org/W3120229345","https://openalex.org/W2804957450","https://openalex.org/W3144143113"],"abstract_inverted_index":{"A":[0,45],"numerical":[1,149],"framework":[2,52],"for":[3,175,188],"clustering":[4,30,67,93,132,158,172],"of":[5,48,64,75,84,90,100,111,129,155,166],"time":[6,25,86,190],"series":[7,26,87],"via":[8],"a":[9,80],"Markov":[10],"chain":[11],"Monte":[12],"Carlo":[13],"(MCMC)":[14],"method":[15,124,187],"is":[16,53,125,183],"presented.":[17],"It":[18],"combines":[19],"concepts":[20],"from":[21,102],"recently":[22],"introduced":[23],"variational":[24],"analysis":[27],"and":[28,72,88,118,134,182],"regularized":[29,92,157],"functional":[31,94],"minimization":[32,89],"[I.":[33],"Horenko,":[34],"SIAM":[35],"J.":[36],"Sci.":[37],"Comput.,":[38],"32":[39],"(2010),":[40],"pp.":[41],"62--83]":[42],"with":[43,179],"MCMC.":[44],"conceptual":[46],"advantage":[47],"the":[49,60,65,70,73,76,85,91,98,109,119,135,143,151,156,164,167,184],"presented":[50,123,152],"combined":[51],"that":[54],"it":[55],"allows":[56,160],"us":[57,161],"to":[58,127,139,162],"address":[59],"two":[61],"main":[62],"problems":[63,178],"existent":[66],"methods,":[68],"e.g.,":[69],"nonconvexity":[71],"ill-posedness":[74],"respective":[77],"functionals,":[78],"in":[79,108,148],"unified":[81],"way.":[82],"Clustering":[83],"are":[95,137],"based":[96],"on":[97],"generation":[99],"samples":[101],"an":[103],"appropriately":[104],"chosen":[105],"Boltzmann":[106],"distribution":[107],"space":[110],"cluster":[112],"affiliation":[113],"paths":[114],"using":[115],"simulated":[116],"annealing":[117],"Metropolis":[120],"algorithm.":[121],"The":[122],"applied":[126],"sets":[128],"generic":[130],"ill-posed":[131,177],"problems,":[133],"results":[136,173],"compared":[138],"those":[140],"obtained":[141,168],"by":[142],"standard":[144],"methods.":[145],"As":[146],"demonstrated":[147],"examples,":[150],"MCMC":[153],"formulation":[154],"problem":[159],"avoid":[163],"locality":[165],"minimizers,":[169],"provides":[170],"good":[171],"even":[174],"very":[176],"overlapping":[180],"clusters,":[181],"computationally":[185],"superior":[186],"long":[189],"series.":[191]},"counts_by_year":[{"year":2024,"cited_by_count":1},{"year":2023,"cited_by_count":1},{"year":2022,"cited_by_count":4},{"year":2021,"cited_by_count":1},{"year":2015,"cited_by_count":3},{"year":2014,"cited_by_count":3},{"year":2012,"cited_by_count":1}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}
