Ultrametric wavelet regression of multivariate time series: Application to Colombian conflict analysis

Fionn Murtagh; Michael Spagat; Jorge A. Restrepo

doi:10.1109/TSMCA.2010.2064301

Ultrametric wavelet regression of multivariate time series: Application to Colombian conflict analysis

Fionn Murtagh, Michael Spagat, Jorge A. Restrepo

Research output: Contribution to journal › Article › peer-review

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 language	English
Article number	5585789
Pages (from-to)	254-263
Number of pages	10
Journal	IEEE Transactions on Systems, Man, and Cybernetics: Systems
Volume	41
Issue number	2
DOIs	https://doi.org/10.1109/TSMCA.2010.2064301
Publication status	Published - 1 Mar 2011
Externally published	Yes

UN SDGs

This output contributes to the following UN Sustainable Development Goals (SDGs)

Access to Document

10.1109/TSMCA.2010.2064301Licence: Unspecified

Cite this

@article{fcaaa2f7a0f34e908e9b64c9a5a3a4f5,

title = "Ultrametric wavelet regression of multivariate time series: Application to Colombian conflict analysis",

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.",

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

author = "Fionn Murtagh and Michael Spagat and Restrepo, {Jorge A.}",

year = "2011",

month = mar,

day = "1",

doi = "10.1109/TSMCA.2010.2064301",

language = "English",

volume = "41",

pages = "254--263",

journal = "IEEE Transactions on Systems, Man, and Cybernetics: Systems",

issn = "2168-2216",

publisher = "IEEE Advancing Technology for Humanity",

number = "2",

}

TY - JOUR

T1 - Ultrametric wavelet regression of multivariate time series

T2 - Application to Colombian conflict analysis

AU - Murtagh, Fionn

AU - Spagat, Michael

AU - Restrepo, Jorge A.

PY - 2011/3/1

Y1 - 2011/3/1

N2 - 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.

AB - 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.

KW - Colombia

KW - Dendrogram

KW - Euclidean metric

KW - Hierarchical clustering

KW - Narcotics

KW - Socioeconomics

KW - Ultrametric topology

KW - Wavelet transform

UR - http://www.scopus.com/inward/record.url?scp=84987904386&partnerID=8YFLogxK

U2 - 10.1109/TSMCA.2010.2064301

DO - 10.1109/TSMCA.2010.2064301

M3 - Article

AN - SCOPUS:84987904386

VL - 41

SP - 254

EP - 263

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

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

SN - 2168-2216

IS - 2

M1 - 5585789

ER -

Ultrametric wavelet regression of multivariate time series: Application to Colombian conflict analysis

Abstract

UN SDGs

Access to Document

Other files and links

Fingerprint

Cite this