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A New Functional Clustering Method with Combined Dissimilarity Sources and Graphical Interpretation

In: Computational Statistics and Applications

Author

Listed:
  • Wenlin Dai
  • Stavros Athanasiadis
  • Tomas Mrkvicka

Abstract

Clustering is an essential task in functional data analysis. In this study, we propose a framework for a clustering procedure based on functional rankings or depth. Our methods naturally combine various types of between-cluster variation equally, which caters to various discriminative sources of functional data; for example, they combine raw data with transformed data or various components of multivariate functional data with their covariance. Our methods also enhance the clustering results with a visualization tool that allows intrinsic graphical interpretation. Finally, our methods are model-free and nonparametric and hence are robust to heavy-tailed distribution or potential outliers. The implementation and performance of the proposed methods are illustrated with a simulation study and applied to three real-world applications.

Suggested Citation

  • Wenlin Dai & Stavros Athanasiadis & Tomas Mrkvicka, 2022. "A New Functional Clustering Method with Combined Dissimilarity Sources and Graphical Interpretation," Chapters, in: Ricardo Lopez-Ruiz (ed.), Computational Statistics and Applications, IntechOpen.
  • Handle: RePEc:ito:pchaps:242760
    DOI: 10.5772/intechopen.100124
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    More about this item

    Keywords

    depth; insurance; intrinsic graphical interpretation; robustness; statistical rankings;
    All these keywords.

    JEL classification:

    • C10 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - General

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