Ultrametric Wavelet Regression of Multivariate Time Series Application to Colombian Conflict Analysis

Jorge Restrepo; Michael Spagat; Fionn  Murtagh

doi:10.1109/TSMCA.2010.2064301

Ultrametric Wavelet Regression of Multivariate Time Series Application to Colombian Conflict Analysis

Jorge Restrepo
, Michael Spagat
, Fionn Murtagh

Departamento de Economía

Centro de Recursos para el Análisis de Conflictos
Royal Holloway University of London

Producción: Contribución a una revista › Artículo › revisión exhaustiva

8 Citas (Scopus)

1 Descargas (Pure)

Resumen

We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using 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 1990-2004 are 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 U.S. narcotics market.

Idioma original	Inglés
Número de páginas	36
Publicación	IEEE Transactions on Systems, Man, and Cybernetics: Systems
Volumen	41
N.º	2
DOI	https://doi.org/10.1109/TSMCA.2010.2064301 https://doi.org/10.1109/TSMCA.2010.2064301
Estado	Publicada - mar 2011

ODS de las Naciones Unidas

Este resultado contribuye a los siguientes Objetivos de Desarrollo Sostenible

ODS 16: Paz, justicia e instituciones sólidas

Palabras clave

Colombia
Euclidean metric
Dendrogram
Hierarchical clustering
Narcotics
Socioeconomics
Ultrametric topology
Wavelet transform

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abstract = "We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using 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 1990-2004 are 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 U.S. narcotics market.",

keywords = "Colombia, Euclidean metric, Dendrogram, Hierarchical clustering, Narcotics, Socioeconomics, Ultrametric topology, Wavelet transform",

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KW - Euclidean metric

KW - Dendrogram

KW - Hierarchical clustering

KW - Narcotics

KW - Socioeconomics

KW - Ultrametric topology

KW - Wavelet transform

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JO - IEEE Transactions on Systems, Man, and Cybernetics: Systems

JF - IEEE Transactions on Systems, Man, and Cybernetics: Systems

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Ultrametric Wavelet Regression of Multivariate Time Series Application to Colombian Conflict Analysis

Resumen

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Palabras clave

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