Ultrametric Wavelet Regression of Multivariate Time Series: Application to Colombian Conflict Analysis
| Autor: | Jorge Restrepo, Fionn Murtagh, Michael Spagat |
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| Rok vydání: | 2011 |
| Předmět: |
FOS: Computer and information sciences
Multivariate statistics Hierarchy Faculty of History and Social Science\Economics Wavelet transform Machine Learning (stat.ML) Regression analysis Faculty of Science\Computer Science Statistics - Applications stat.ML Conflict analysis Computer Science Applications Hierarchical clustering Human-Computer Interaction Statistics - Machine Learning Control and Systems Engineering Statistics Econometrics Applications (stat.AP) Electrical and Electronic Engineering Time series stat.AP Ultrametric space Software Mathematics |
| Zdroj: | IEEE Transactions on Systems, Man, and Cybernetics-Part A: Systems and Humans, 41 (2) IEEE Transactions on Systems, Man and Cybernetics, Part A: Systems and Humans, 41 (2) |
| ISSN: | 1558-2426 1083-4427 |
| DOI: | 10.1109/tsmca.2010.2064301 |
| Popis: | We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a time sequence-constrained hierarchical clustering, we develop the practical aspects of a new approach to wavelet regression. This provides a new way to link hierarchical relationships in a multivariate time series data set with external signals. Violence data from the Colombian conflict in the years 1990 to 2004 is used throughout. We conclude with some proposals for further study on the relationship between social violence and market forces, viz. between the Colombian conflict and the US narcotics market. Comment: 36 pages, 13 figures |
| Databáze: | OpenAIRE |
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