CFTM: Continuous time fractional topic model
Fuente:
arXiv
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| Autores principales: | , , |
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| Formato: | Preprint |
| Publicado: |
2024
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| Acceso en línea: | |
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| _version_ | 1866910320680763392 |
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| author | Nakagawa, Kei Hayashi, Kohei Fujimoto, Yugo |
| author_facet | Nakagawa, Kei Hayashi, Kohei Fujimoto, Yugo |
| contents | In this paper, we propose the Continuous Time Fractional Topic Model (cFTM), a new method for dynamic topic modeling. This approach incorporates fractional Brownian motion~(fBm) to effectively identify positive or negative correlations in topic and word distribution over time, revealing long-term dependency or roughness. Our theoretical analysis shows that the cFTM can capture these long-term dependency or roughness in both topic and word distributions, mirroring the main characteristics of fBm. Moreover, we prove that the parameter estimation process for the cFTM is on par with that of LDA, traditional topic models. To demonstrate the cFTM's property, we conduct empirical study using economic news articles. The results from these tests support the model's ability to identify and track long-term dependency or roughness in topics over time. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2402_01734 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | CFTM: Continuous time fractional topic model Nakagawa, Kei Hayashi, Kohei Fujimoto, Yugo Computation and Language Machine Learning Computational Finance Applications In this paper, we propose the Continuous Time Fractional Topic Model (cFTM), a new method for dynamic topic modeling. This approach incorporates fractional Brownian motion~(fBm) to effectively identify positive or negative correlations in topic and word distribution over time, revealing long-term dependency or roughness. Our theoretical analysis shows that the cFTM can capture these long-term dependency or roughness in both topic and word distributions, mirroring the main characteristics of fBm. Moreover, we prove that the parameter estimation process for the cFTM is on par with that of LDA, traditional topic models. To demonstrate the cFTM's property, we conduct empirical study using economic news articles. The results from these tests support the model's ability to identify and track long-term dependency or roughness in topics over time. |
| title | CFTM: Continuous time fractional topic model |
| topic | Computation and Language Machine Learning Computational Finance Applications |
| url | https://arxiv.org/abs/2402.01734 |