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Parallelizing Active Memory Ants with MapReduce for Clustering Financial Time Series Data

2016· article· en· W2541258742 on OpenAlexafffund
Parimala Thulasiraman, Ruppa K. Thulasiram

Bibliographic record

Venuenot available
Typearticle
Languageen
FieldComputer Science
TopicTime Series Analysis and Forecasting
Canadian institutionsUniversity of Manitoba
FundersNatural Sciences and Engineering Research Council of Canada
KeywordsComputer scienceCluster analysisHeuristicParallel computingData miningArtificial intelligence

Abstract

fetched live from OpenAlex

Clustering financial time series data is a computationally intensive problem. Ant brood clustering (ABC) is a meta-heuristic algorithm inspired by how ants sort the broods in their nest according to their shape and size. In this paper, ants are incorporated with short term memory to avoid redundant random walks, a drawback experienced in original ABC. This algorithm, called ABC-INTE (Ant Brood Clustering with Intelligent Ants), is applied to cluster financial time series data using MapReduce programming model. Our algorithm employs alternate number of mappers over multiple MapReduce iterations to exploit data parallelism and indirect communication among mappers. We evaluate the clustering quality, by using the sum of squares for the mean intra-cluster distance (MICD) to measure the intra-cluster distance and sum of squares of the inter-clusters distance (SSICD) to measure the inter-cluster distance. Our algorithm achieves a value of 475.47 for the ratio SSICD/SS(MICD), which outperforms both sequential implementation and the MapReduce implementation with multiple mappers but no multiple MapReduce iterations.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Simulation or modeling · Consensus signal: Simulation or modeling
GenreCandidate signal: Empirical · Consensus signal: none
Teacher disagreement score0.010
Threshold uncertainty score0.021

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0010.000
Meta-epidemiology (broad)0.0010.001
Bibliometrics0.0010.001
Science and technology studies0.0010.001
Scholarly communication0.0010.001
Open science0.0020.001
Research integrity0.0000.001
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.030
GPT teacher head0.237
Teacher spread0.207 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designSimulation or modeling
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations8
Published2016
Admission routes2
Has abstractyes

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