Associative topic models with numerical time series

Abstract

A series of events generates multiple types of time series data, such as numeric and text data over time, and the variations of the data types capture the events from different angles. This paper aims to integrate the analyses on such numerical and text time-series data influenced by common events with a single model to better understand the events. Specifically, we present a topic model, called an associative topic model (ATM), which finds the soft cluster of time-series text data guided by time-series numerical value. The identified clusters are represented as word distributions per clusters, and these word distributions indicate what the corresponding events were. We applied ATM to financial indexes and president approval rates. First, ATM identifies topics associated with the characteristics of time-series data from the multiple types of data. Second, ATM predicts numerical time-series data with a higher level of accuracy than does the iterative model, which is supported by lower mean squared errors.