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Clustering Using Wavelet Transformation

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Author Info
Almasri, Abdullah () (Centre for Labour Market Policy Research (CAFO))
Shukur, Ghazi () (Centre for Labour Market Policy Research (CAFO))
Abstract

This paper introduces and describes an alternative clustering approach based on the discrete wavelet transform (DWT) which satisfies requirements that other clustering methods, like discriminative-based clustering and model-based clustering approaches, do not satisfy. The clustering method has been constructed using wavelet analysis that has the ability of decomposing a data set into different scales. Wavelet algorithm is then used to specify the number of the clusters and quality of the clustering results at each scale. The same algorithm can be generalised for more than one-dimensional data. Some examples about how to use this approach are presented in the paper using different sample sizes and where different kinds of noises are imposed on simulated data. These examples show the successfulness and efficiency of this kind of methodology in detecting clusters under different situations.

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File URL: http://www.vxu.se/ehv/filer/forskning/cafo/wps/wps_3.pdf
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Publisher Info
Paper provided by Centre for Labour Market Policy Research (CAFO), School of Management and Economics, Växjö University in its series CAFO Working Papers with number 2006:3.

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Length: 19 pages
Date of creation: 08 Jan 2006
Date of revision:
Handle: RePEc:hhs:vxcafo:2006_003

Contact details of provider:
Postal: Centre for Labour Market Policy Research (CAFO), Dept of Economics and Statistics, School of Management and Economics, Växjö University, SE 351 95 Växjö, Sweden
Phone: +46 470 70 87 64
Web page: http://www.vxu.se/ehv/english/research/research_fields/cafo/
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Related research
Keywords: Cluster analysis; discrete wavelet transform; multiresolution;

Find related papers by JEL classification:
C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions

References listed on IDEAS
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  1. Abdullah Almasri & Ghazi Shukur, 2003. "An illustration of the causality relation between government spending and revenue using wavelet analysis on Finnish data," Journal of Applied Statistics, Taylor and Francis Journals, vol. 30(5), pages 571-584, June. [Downloadable!] (restricted)
  2. Fraley C. & Raftery A.E., 2002. "Model-Based Clustering, Discriminant Analysis, and Density Estimation," Journal of the American Statistical Association, American Statistical Association, vol. 97, pages 611-631, June. [Downloadable!] (restricted)
  3. Jérôme Chave & Simon Levin, 2003. "Scale and Scaling in Ecological and Economic Systems," Environmental & Resource Economics, European Association of Environmental and Resource Economists, vol. 26(4), pages 527-557, December. [Downloadable!] (restricted)
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This page was last updated on 2009-11-30.


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