TY - JOUR 
A1 - Cánovas Peña, José Salvador
AU - Guillamón Frutos, Antonio
AU - Ruiz Abellón, María Carmen
T1 - Using permutations for hierarchical clustering of time series
Y1 - 2019
SN - 1099-4300
UR - http://hdl.handle.net/10317/9644
AB - 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.
KW - Estadística e Investigación Operativa
KW - Matemática Aplicada
KW - Time series clustering
KW - Permutation entropy
KW - Time series dependency
KW - Hierarchical clustering
KW - Mutual information
KW - 12 Matemáticas
KW - 1209 Estadística
LA - eng
PB - MDPI
ER -