Murtagh, Fionn, Spagat, Michael and A. Restrepo, Jorge (2011) Ultrametric Wavelet Regression of Multivariate Time Series: Application to Colombian Conflict Analysis. IEEE Transactions on Systems, Man and Cybernetics, Part A: Systems and Humans, 41 (2).
Full text access: Open
We first pursue the study of how hierarchy provides a well-adapted tool for the analysis of change. Then, using a 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 to 2004 is 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 US narcotics market.
This is a Accepted version This version's date is: 2011 This item is not peer reviewed
https://repository.royalholloway.ac.uk/items/d2fdb9d4-f2b8-f6a3-2cda-d2025bd22ea0/4/
Deposited by Research Information System (atira) on 25-Jul-2012 in Royal Holloway Research Online.Last modified on 25-Jul-2012
36 pages, 13 figures