Clustering panels of short time series - Ilaria Lucrezia Amerise - Vita e Pensiero - Articolo Statistica & Applicazioni

Clustering panels of short time series

digital Clustering panels of short time series
Article
journal STATISTICA & APPLICAZIONI
issue STATISTICA & APPLICAZIONI - 2017 - 1
title Clustering panels of short time series
Author
Publisher Vita e Pensiero
format Article | Pdf
online since 01-2018
doi 10.26350/999999_000003
issn 1824-6672 (print) | 2283-6659 (digital)
Write a comment for this product
Download

Ebook format Pdf readable on these devices:

This article deals with the cluster analysis of panels of short time series which are gathered by observing a fixed set of units at regular intervals of time. Given the reduced length of time series, we follow a non-model-based strategy in which the priority is to assign a value to the dissimilarity between the observed time series themselves rather than to the processes that generate those time series. Our main contribution is a new method for clustering short panel data that can be used to explore whether the various cross-sectional time series move in a similar way and whether there is substantial variation in each panel over time. It is also important to identify outliers and other anomalies because researchers may be especially interested in studying panels that behave unusually, at least with respect to the rest of the data.Although finding group structures within short panels remains challenging, the results acquired for real and simulated data are valid and encouraging for further study.

keywords

Dynamic Time Warping, K-medoid, Multiple Distance Matrices, Sequence Analysis.

This site or third-party tools used by this make use of cookies necessary for the operation and useful for the purposes outlined in the cookie policy.
If you want to learn more or opt out of all or some cookies, see the cookie policy.
By closing this warning, browsing this page, clicking on a link or continuing to browse otherwise, you consent to the use of cookies.

I Agree