Please use this identifier to cite or link to this item:
https://hdl.handle.net/10216/66160
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DC Field | Value | Language |
---|---|---|
dc.creator | Joaquim F. Pinto da Costa | |
dc.creator | Isabel Silva | |
dc.creator | M. Eduarda Silva | |
dc.date.accessioned | 2022-09-15T04:03:47Z | - |
dc.date.available | 2022-09-15T04:03:47Z | - |
dc.date.issued | 2007 | |
dc.identifier.other | sigarra:69456 | |
dc.identifier.uri | https://hdl.handle.net/10216/66160 | - |
dc.description.abstract | In this work we consider the problem of clustering time series. Contrary to other works on this topic, our main concern is to let the most important observations, for instance the most recent, have a larger weight on the analysis. This is done by defining similarities measures between two time series, based on Pearson's correlation coefficient, which uses the notion of weighted mean and weighted covariance, where the weights increase monotonically with the time. We use these measures, which are metrics between time series, as a similarity or dissimilarity index between the $n$ time series to be clustered. We apply a very well known partitional method, the K-means, with some adaptations to make it able to choose the number of clusters. | |
dc.language.iso | eng | |
dc.relation.ispartof | Proceedings of the 56th Session of the ISI | |
dc.rights | openAccess | |
dc.rights.uri | https://creativecommons.org/licenses/by-nc/4.0/ | |
dc.subject | Estatística, Matemática | |
dc.subject | Statistics, Mathematics | |
dc.title | Time dependent clustering of time series | |
dc.type | Artigo em Livro de Atas de Conferência Internacional | |
dc.contributor.uporto | Faculdade de Engenharia | |
dc.contributor.uporto | Faculdade de Economia | |
dc.contributor.uporto | Faculdade de Ciências | |
dc.subject.fos | Ciências exactas e naturais::Matemática | |
dc.subject.fos | Natural sciences::Mathematics | |
Appears in Collections: | FCUP - Artigo em Livro de Atas de Conferência Internacional FEP - Artigo em Livro de Atas de Conferência Internacional FEUP - Artigo em Livro de Atas de Conferência Internacional |
This item is licensed under a Creative Commons License