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Using Permutations for Hierarchical Clustering of Time Series

Two distances based on permutations are considered to measure the similarity of two time series according to their strength of dependency. The distance measures are used together with different linkages to get hierarchical clustering methods of time series by dependency. We apply these distances to...

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Detalles Bibliográficos
Autores principales: Cánovas, Jose S., Guillamón, Antonio, Ruiz-Abellón, María Carmen
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2019
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7514788/
https://www.ncbi.nlm.nih.gov/pubmed/33267021
http://dx.doi.org/10.3390/e21030306
Descripción
Sumario:Two distances based on permutations are considered to measure the similarity of two time series according to their strength of dependency. The distance measures are used together with different linkages to get hierarchical clustering methods of time series by dependency. We apply these distances to both simulated theoretical and real data series. For simulated time series the distances show good clustering results, both in the case of linear and non-linear dependencies. The effect of the embedding dimension and the linkage method are also analyzed. Finally, several real data series are properly clustered using the proposed method.