Correlation-based hierarchical clustering methods for time series typically are based on a suit-able dissimilarity matrix derived from pairwise measures of association. Here, this dissimilarity is modified in order to take into account the presence of spatial constraints. This modification exploits the geometric structure of the space of correlation matrices, i.e. their Riemannian manifold. Specifically, the temporal correlation matrix (based on van der Waerden coefficient) is aggregated to the spatial correlation matrix (obtained from a suitable Matern correlation function) via a geodesic in the Riemannian manifold. Our approach is presented and discussed using simulated and real data, highlighting its main advantages and computational aspects.

Correlation-based hierarchical clustering of time series with spatial constraints

Benevento, Alessia;Durante, Fabrizio
2024-01-01

Abstract

Correlation-based hierarchical clustering methods for time series typically are based on a suit-able dissimilarity matrix derived from pairwise measures of association. Here, this dissimilarity is modified in order to take into account the presence of spatial constraints. This modification exploits the geometric structure of the space of correlation matrices, i.e. their Riemannian manifold. Specifically, the temporal correlation matrix (based on van der Waerden coefficient) is aggregated to the spatial correlation matrix (obtained from a suitable Matern correlation function) via a geodesic in the Riemannian manifold. Our approach is presented and discussed using simulated and real data, highlighting its main advantages and computational aspects.
File in questo prodotto:
File Dimensione Formato  
24_Benevento_Durante_Spat_Stat.pdf

accesso aperto

Tipologia: Versione editoriale
Licenza: Creative commons
Dimensione 1.52 MB
Formato Adobe PDF
1.52 MB Adobe PDF Visualizza/Apri

I documenti in IRIS sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.

Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/11587/511286
Citazioni
  • ???jsp.display-item.citation.pmc??? ND
  • Scopus 1
  • ???jsp.display-item.citation.isi??? 1
social impact