Validation of time series clustering Cover Image

Badanie jakości klasyfikacji szeregów czasowych
Validation of time series clustering

Author(s): Anna Czapkiewicz, Beata Basiura
Subject(s): Economy
Published by: Wydawnictwo Uniwersytetu Ekonomicznego we Wrocławiu
Keywords: clustering validation; Renyi’s entropy; clustering time series

Summary/Abstract: The aim of this paper is to present a quality index classification using Renyi’s entropy against known quality indicators grouping of multidimensional time series. The starting point was the empirical data. The division into groups was made by using Ward's agglomeration algorithm, k-means method’s and spectral clustering. The results were veri-fied using the selected indices of clustering validation. The proposed index seems to be promising but it needs to be verified for various distributions of time series.

  • Issue Year: 2014
  • Issue No: 327
  • Page Range: 148-156
  • Page Count: 9
  • Language: Polish