Ultrametric wavelet regression of multivariate time series

Application to Colombian conflict analysis

Fionn Murtagh, Michael Spagat, Jorge A. Restrepo

Research output: Contribution to journalArticle

8 Citations (Scopus)

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 multi-variate 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.

Original languageEnglish
Article number5585789
Pages (from-to)254-263
Number of pages10
JournalIEEE Transactions on Systems, Man, and Cybernetics: Systems
Volume41
Issue number2
DOIs
Publication statusPublished - 1 Mar 2011
Externally publishedYes

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Time series
Violence

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Ultrametric wavelet regression of multivariate time series : Application to Colombian conflict analysis. / Murtagh, Fionn; Spagat, Michael; Restrepo, Jorge A.

In: IEEE Transactions on Systems, Man, and Cybernetics: Systems, Vol. 41, No. 2, 5585789, 01.03.2011, p. 254-263.

Research output: Contribution to journalArticle

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