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Fuzzy clustering techniques, especially fuzzy C-means (FCM) and its weighted variants, are typical partitive clustering models that are widely used for revealing possible hidden structures in data. Although they can quantitatively depict the overlapping areas with a partition matrix, their performances deteriorate when dealing with high-dimensional data because the distance computations may be negatively impacted by the irrelevant features, and then the concentration effect may arise. Moreover, they are sensitive to noisy environments. To tackle these obstacles, a robust jointly sparse fuzzy clustering method (RJSFC) is proposed in this study. The representative prototypes, sparse membership grades, and an orthogonal projection matrix are simultaneously learnt when optimizing RJSFC. The obtained low-dimensional embeddings can preserve the local neighborhood structure, and the clustering is conducted in the transformed lower dimensional space rather than the original space, which improves the capability of fuzzy clustering for dealing with high-dimensional scenarios. Furthermore, ${L_{2,1}}$ -norm is exploited as the basic metric for both loss and regularization parts in RJSFC, the robustness of the model and the interpretability of the extracted features are enhanced. The notions of fuzzy clustering, neighborhood structure preservation, and feature extraction are seamlessly integrated into a unified model. The limitation of the previous two-stage clustering framework when dealing with high-dimensional data entailing dimensionality reduction and clustering procedures separately can be effectively addressed. Extensive experimental results on various well-known datasets demonstrate the usefulness of RJSFC when comparing with some state-of-the-art methods. [ABSTRACT FROM AUTHOR]

Financial time series are generally high-dimensional, nonstationary, and exhibit heteroscedasticity. To derive a suitable way to cluster financial time series, these characteristics have to be taken into consideration. With this aim, in this article, the financial time series is firstly modeled using generalized autoregressive conditional heteroscedasticity (GARCH) models, where the parameters of GARCH models can represent the dynamic feature of the volatility in each time series. Therefore, the following clustering is realized based on the GARCH model parameters, which can help reduce the dimensionality of the original time series at the same time. Then, to produce semantically sound clustering results, we granulate the parameters based on the axiomatic fuzzy set (AFS) theory and structure them into a collection of meaningful and semantically sound entities, i.e., AFS information granules. Furthermore, the hierarchical structure of AFS information granules is built to realize time series clustering under the framework of granular computing. In the proposed approach, the characteristics of financial time series is fully considered to proceed dimensionality reduction, and the semantic clustering results obtained for different numbers of clusters are guaranteed to be the most informative. In the experiments, an application for clustering the time series coming from Chinese Yuan exchange rates against international currencies is presented to demonstrate the performance of the proposed clustering method. The results of clustering of the proposed method are the same as those of the fuzzy C-means algorithm and the hierarchical clustering with ward linkage, where the clustering results produced by the AFS hierarchical clustering exhibit well-articulated semantics at each level of the hierarchy. [ABSTRACT FROM AUTHOR]

In this paper, we propose reinforced fuzzy clustering-based ensemble neural networks (FCENNs) classifier. The objective of this paper is focused on the development of the design methodologies of ensemble neural networks classifier for constructing the network structure and enhancing the learning methods of fuzzy clustering-based neural networks through the combination of the probabilistic model and its learning mechanism. The proposed FCENNs classifier takes into consideration a cross-entropy error function to improve learning while $L_2$ -norm regularization is used to reduce overfitting as well as enhance generalization abilities. The essential points of the proposed reinforced FCENNs classifier can be enumerated as follows: First, in the proposed classifier, the cross-entropy error function is used as a cost function; to do this, a softmax function is applied to represent a categorical distribution located at the nodes of the output layer. Second, the learning mechanism is composed of two parts. First, fuzzy C-means clustering forms the connections (weights) of the hidden layer while the connections of the output layer are adjusted with the aid of the nonlinear least squares method using Newton's method-based learning. Third, $L_2$ norm-regularization is considered to avoid the degradation of generalization ability caused by overfitting. The learning mechanism similar to ridge regression is realized by adding $L_2$ penalty term to the cross-entropy error function. From the viewpoint of performance improvement achieved through the proposed novel learning method, the design methodology for the ensemble neural networks classifier is discussed and analyzed with the aid of a diversity of two-dimensional synthetic data and machine learning datasets. [ABSTRACT FROM AUTHOR]

Clustering forms one of the most visible conceptual and algorithmic framework of developing information granules. In spite of the algorithm being used, the representation of information granules–clusters is predominantly numeric (coming in the form of prototypes, partition matrices, dendrograms, etc.). In this paper, we consider a concept of granular prototypes that generalizes the numeric representation of the clusters and, in this way, helps capture more details about the data structure. By invoking the granulation–degranulation scheme, we design granular prototypes being reflective of the structure of data to a higher extent than the representation that is provided by their numeric counterparts (prototypes). The design is formulated as an optimization problem, which is guided by the coverage criterion, meaning that we maximize the number of data for which their granular realization includes the original data. The granularity of the prototypes themselves is treated as an important design asset; hence, its allocation to the individual prototypes is optimized so that the coverage criterion becomes maximized. With this regard, several schemes of optimal allocation of information granularity are investigated, where interval-valued prototypes are formed around the already produced numeric representatives. Experimental studies are provided in which the design of granular prototypes of interval format is discussed and characterized. [ABSTRACT FROM AUTHOR]