Extensible Markov Model for Modelling Temporal Relationships Between Clusters

Implements TRACDS (Temporal Relationships between Clusters for Data Streams), a generalization of Extensible Markov Model (EMM). TRACDS adds a temporal or order model to data stream clustering by superimposing a dynamically adapting Markov Chain. Also provides an implementation of EMM (TRACDS on top of tNN data stream clustering).

Installation

Stable CRAN version: install from within R with

install.packages("rEMM")

Current development version: install from GitHub (needs devtools and Rtools for Windows).

devtools::install_github("mhahsler/rEMM")

Usage

See Examples section in the paper rEMM: Extensible Markov model for data stream clustering in R..

References

• Michael Hahsler and Margaret H. Dunham. rEMM: Extensible Markov model for data stream clustering in R. Journal of Statistical Software, 35(5):1-31, 2010.
• Michael Hahsler and Margaret H. Dunham. Temporal structure learning for clustering massive data streams in real-time. In SIAM Conference on Data Mining (SDM11), pages 664–675. SIAM, April 2011.

Acknowledgements

Development of this package was supported in part by NSF IIS-0948893 and R21HG005912 from the National Human Genome Research Institute.