Hausdorff clustering

被引：12

作者：

Basalto, Nicolas ^{[2
]}

Bellotti, Roberto ^{[1
,3
,4
]}

De Carlo, Francesco ^{[1
,3
]}

Facchi, Paolo ^{[3
,5
]}

Pantaleo, Ester ^{[1
,3
]}

Pascazio, Saverio ^{[1
,3
]}

机构：

[1] Univ Bari, Dipartimento Fis, I-70126 Bari, Italy

[2] UniCredit SpA, Trading Risk Management, Holding, I-20121 Milan, Italy

[3] Ist Nazl Fis Nucl, Sez Bari, I-70126 Bari, Italy

[4] Ctr Innovat Technol Signal Detect & Proc, TIRES, Bari, Italy

[5] Univ Bari, Dipartimento Matemat, I-70125 Bari, Italy

来源：

PHYSICAL REVIEW E | 2008年 / 78卷 / 04期

关键词：

D O I：

10.1103/PhysRevE.78.046112

中图分类号：

O35 [流体力学]; O53 [等离子体物理学];

学科分类号：

070204 [等离子体物理]; 080103 [流体力学]; 080704 [流体机械及工程];

摘要：

A clustering algorithm based on the Hausdorff distance is analyzed and compared to the single, complete, and average linkage algorithms. The four clustering procedures are applied to a toy example and to the time series of financial data. The dendrograms are scrutinized and their features compared. The Hausdorff linkage relies on firm mathematical grounds and turns out to be very effective when one has to discriminate among complex structures.

引用

页数：13

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