Ballagan, Manmohan (2002). Temporal Visualisation. Masters thesis, Aston University.
Abstract
The Generative Topographic Mapping is a probability density model which describes the distribution of data in a space of several dimensions in terms of a smaller number of latent (or hidden) variables. The standard GTM (generative topographic mapping) has been extended to model time series by incorporating it as the emission density in a hidden Markov model. This thesis studies the use of the Generative Topographic Mapping through time model for predicting regime shifts in financial market data. We looked at several aspects of the model, and trained it on different data sets and show the process of quantifying the information in the visualisation plot.
| Publication DOI: | https://doi.org/10.48780/publications.aston.ac.uk.00044146 |
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| Additional Information: | Copyright © Manmohan Ballagan, 2002. Manmohan Ballagan asserts their moral right to be identified as the author of this thesis. This copy of the thesis has been supplied on condition that anyone who consults it is understood to recognise that its copyright rests with its author and that no quotation from the thesis and no information derived from it may be published without appropriate permission or acknowledgement. If you have discovered material in Aston Publications Explorer which is unlawful e.g. breaches copyright, (either yours or that of a third party) or any other law, including but not limited to those relating to patent, trademark, confidentiality, data protection, obscenity, defamation, libel, then please read our Takedown Policy and contact the service immediately. |
| Institution: | Aston University |
| Last Modified: | 01 May 2025 13:37 |
| Date Deposited: | 24 Aug 2022 16:28 |
| Completed Date: | 2002-09 |
| Authors: |
Ballagan, Manmohan
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