Mining categorical sequences from data using a hybrid clustering method

Luca De Angelis and José G. Dias

European Journal of Operational Research, 2014, vol. 234, issue 3, 720-730

Abstract: The identification of different dynamics in sequential data has become an every day need in scientific fields such as marketing, bioinformatics, finance, or social sciences. Contrary to cross-sectional or static data, this type of observations (also known as stream data, temporal data, longitudinal data or repeated measures) are more challenging as one has to incorporate data dependency in the clustering process. In this research we focus on clustering categorical sequences. The method proposed here combines model-based and heuristic clustering. In the first step, the categorical sequences are transformed by an extension of the hidden Markov model into a probabilistic space, where a symmetric Kullback–Leibler distance can operate. Then, in the second step, using hierarchical clustering on the matrix of distances, the sequences can be clustered. This paper illustrates the enormous potential of this type of hybrid approach using a synthetic data set as well as the well-known Microsoft dataset with website users search patterns and a survey on job career dynamics.

Keywords: Data mining; Sequential data; Hidden Markov models; Clustering; Categorical data (search for similar items in EconPapers)
Date: 2014
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Citations: View citations in EconPapers (4)

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Persistent link: https://EconPapers.repec.org/RePEc:eee:ejores:v:234:y:2014:i:3:p:720-730

DOI: 10.1016/j.ejor.2013.11.002

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