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
analyses.
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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