[R] Time-Ordered Clustering

Prew, Paul Paul.Prew at ecolab.com
Fri Mar 13 15:35:08 CET 2009

Dear Ingmar,

Thank you for your reply, I hope I answer your question ---

A couple specific applications I have in mind:

* We work with customers to reduce energy consumption from use of hot
water.  Baseline data was gathered at several locations by attaching a
temperature sensor downstream from a hot water valve and recording the
temperature every two minutes, over 10 days.  Example questions:  how
many times was hot water used?  What was the average duration?  What
were the average temperatures of the hot water?

* We have products that have a 3-stage lifecycle:  1) ramp-up => 2)
steady-state => 3) end of life.  Performance is different in each stage.
Data is gathered by attaching sensors to the product, and continuously
monitoring.  Example questions for each stage:    What was the average
duration?  What was the average performance?

I'm not very familiar with markov processes, and don't know what detail
is necessary to specify a transition matrix.  The processes have not
been regular/predictable/cyclical enough to consider time series

Thanks, Paul


Message: 123
Date: Fri, 13 Mar 2009 10:45:45 +0100
From: Ingmar Visser <i.visser at uva.nl>
Subject: Re: [R] Time-Ordered Clustering
To: "Prew, Paul" <Paul.Prew at ecolab.com>
Cc: r-help at r-project.org
Message-ID: <38589632-D0DB-4466-8A69-887B9BEEF90F at uva.nl>
Content-Type: text/plain; charset=US-ASCII; format=flowed; delsp=yes

Dear Paul,

Could you be more specific about what you mean here?
I don't know the Runger paper so it's hard to tell what it is that
you're looking for.

Blatant plug: I developed a package for hidden Markov models
called depmixS4 that in some sense does what you want: clustering
taking dependencies over time into account by specifying a
transition matrix.

Similarly, there are other packages that fit similar models, searching
for hidden markov model provides a number of them.

hth, Ingmar Visser

On 12 Mar 2009, at 23:39, Prew, Paul wrote:

> Hello All,
> Does anyone know of a package that performs constraint-based clusters?
> Ideally the package could perform "Time-Ordered Clustering", a  
> technique
> applied in a recent journal article by Runger, Nelson, Harnish  
> (using MS
> Excel). Quote, "in our specific implementation of constrained
> clustering, the clustering algorithm remains agglomerative and
> hierarchical, but observations or clusters are constrained to only  
> join
> if they are adjacent in time."  CRAN searches using variants of
> "cluster" and/or "constraint" and/or "time" etc. didn't yield  
> anything I
> could recognize.
> Thank you,
> Paul
> Paul Prew
> Ecolab
> Eagan, MN
> paul.prew at ecolab.com
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