arXiv subjects

Gabriel Martos Venturini

Publications and source records attributed to Gabriel Martos Venturini.

3 recordsLinked to original sources

arXiv2026

Coincidence-Maximizing Customer Clustering Using Smart Meter Data

Electricity distribution planning depends on peak-demand coincidence within customer groups, yet similarity-based clustering of smart-meter data does not optimize it directly. We formulate customer grouping to maximize the average of group coincidence factors, weighted by each group's daily share of summed individual peak demand. We prove that jointly optimizing memberships and group peak times is strongly NP-hard even for two groups. We therefore develop a fixed-peak refinement procedure applicable to any feasible partition. It alternates between identifying group peak times and exactly reassigning customers under minimum group-size constraints. Each polynomial-time reassignment maximizes a lower bound tight at the current partition, so accepted updates strictly improve weighted coincidence. We initialize refinement by clustering individual peak-time distributions and evaluate the method on four public smart-meter panels (27,654 customers) using chronological holdouts and 200 paired replicates with complete refitting. Refinement consistently improves weighted coincidence during fitting and reduces sensitivity to initialization. On held-out days, the method outperforms random grouping and five standalone benchmarks, with mean paired gains of 1.08-3.48 percentage points over the strongest benchmark. Requiring nearly equal group sizes lowers test weighted coincidence only modestly. The groups retain recognizable peak-time patterns over time, suggesting applications in peak-aware customer aggregation.

cs.LG↗

arXiv2022

A parallelizable model-based approach for marginal and multivariate clustering

This paper develops a clustering method that takes advantage of the sturdiness of model-based clustering, while attempting to mitigate some of its pitfalls. First, we note that standard model-based clustering likely leads to the same number of clusters per margin, which seems a rather artificial assumption for a variety of datasets. We tackle this issue by specifying a finite mixture model per margin that allows each margin to have a different number of clusters, and then cluster the multivariate data using a strategy game-inspired algorithm to which we call Reign-and-Conquer. Second, since the proposed clustering approach only specifies a model for the margins -- but leaves the joint unspecified -- it has the advantage of being partially parallelizable; hence, the proposed approach is computationally appealing as well as more tractable for moderate to high dimensions than a `full' (joint) model-based clustering approach. A battery of numerical experiments on artificial data indicate an overall good performance of the proposed methods in a variety of scenarios, and real datasets are used to showcase their application in practice.

stat.ML↗

arXiv2022

Uncovering Regions of Maximum Dissimilarity on Random Process Data

The comparison of local characteristics of two random processes can shed light on periods of time or space at which the processes differ the most. This paper proposes a method that learns about regions with a certain volume, where the marginal attributes of two processes are less similar. The proposed methods are devised in full generality for the setting where the data of interest are themselves stochastic processes, and thus the proposed method can be used for pointing out the regions of maximum dissimilarity with a certain volume, in the contexts of functional data, time series, and point processes. The parameter functions underlying both stochastic processes of interest are modeled via a basis representation, and Bayesian inference is conducted via an integrated nested Laplace approximation. The numerical studies validate the proposed methods, and we showcase their application with case studies on criminology, finance, and medicine.

stat.ME↗