Dendrograms’ Stability Analysis of Sub-periods Time Series Clustering
Carlo Drago, Roberto Ricciuti · 2016
An important problem on the analysis of time series is understanding the impact that different unknown shocks may have on the stability of the clusters obtained from a time series clustering. In this work we consider an approach based on the comparison and the visualization of dendrograms on different sub-periods in order to evaluate the stability of the results. The analysis allows to understand the structural changes occurring on the different sub-periods by considering the different clusterings.