Supervised Dynamic Correlated Topic Model for Classifying Categorical Time Series

Bibliographic Details
Title: Supervised Dynamic Correlated Topic Model for Classifying Categorical Time Series
Authors: Namitha Pais, Nalini Ravishanker, Sanguthevar Rajasekaran
Source: Algorithms, Vol 17, Iss 7, p 275 (2024)
Publisher Information: MDPI AG, 2024.
Publication Year: 2024
Collection: LCC:Industrial engineering. Management engineering
LCC:Electronic computers. Computer science
Subject Terms: classification, promoter sequence identification, time series, topic model, Industrial engineering. Management engineering, T55.4-60.8, Electronic computers. Computer science, QA75.5-76.95
More Details: In this paper, we describe the supervised dynamic correlated topic model (sDCTM) for classifying categorical time series. This model extends the correlated topic model used for analyzing textual documents to a supervised framework that features dynamic modeling of latent topics. sDCTM treats each time series as a document and each categorical value in the time series as a word in the document. We assume that the observed time series is generated by an underlying latent stochastic process. We develop a state-space framework to model the dynamic evolution of the latent process, i.e., the hidden thematic structure of the time series. Our model provides a Bayesian supervised learning (classification) framework using a variational Kalman filter EM algorithm. The E-step and M-step, respectively, approximate the posterior distribution of the latent variables and estimate the model parameters. The fitted model is then used for the classification of new time series and for information retrieval that is useful for practitioners. We assess our method using simulated data. As an illustration to real data, we apply our method to promoter sequence identification data to classify E. coli DNA sub-sequences by uncovering hidden patterns or motifs that can serve as markers for promoter presence.
Document Type: article
File Description: electronic resource
Language: English
ISSN: 1999-4893
Relation: https://www.mdpi.com/1999-4893/17/7/275; https://doaj.org/toc/1999-4893
DOI: 10.3390/a17070275
Access URL: https://doaj.org/article/432cecd13ea0407781bbe790bb4c79e3
Accession Number: edsdoj.432cecd13ea0407781bbe790bb4c79e3
Database: Directory of Open Access Journals
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More Details
ISSN:19994893
DOI:10.3390/a17070275
Published in:Algorithms
Language:English