Robust two-layer partition clustering of sparse multivariate functional data

Abstract
A novel elastic time distance for sparse multivariate functional data is proposed and used to develop a robust distance-based two-layer partition clustering method. With this proposed distance, the new approach not only can detect correct clusters for sparse multivariate functional data under outlier settings but also can detect those outliers that do not belong to any clusters. Classical distance-based clustering methods such as density-based spatial clustering of applications with noise (DBSCAN), agglomerative hierarchical clustering, and -medoids are extended to the sparse multivariate functional case based on the newly-proposed distance. Numerical experiments on simulated data highlight that the performance of the proposed algorithm is superior to the performances of existing model-based and extended distance-based methods. The effectiveness of the proposed approach is demonstrated using Northwest Pacific cyclone tracks data as an example.

Citation
Qu, Z., Dai, W., & Genton, M. G. (2023). Robust two-layer partition clustering of sparse multivariate functional data. Econometrics and Statistics. https://doi.org/10.1016/j.ecosta.2023.03.002

Acknowledgements
We thank the Editor, Associate Editor, and two anonymous reviewers for constructive comments that helped improve the paper. This publication is based upon work supported by the King Abdullah University of Science and Technology (KAUST).

Publisher
Elsevier BV

Journal
Econometrics and Statistics

DOI
10.1016/j.ecosta.2023.03.002

arXiv
2204.12135

Additional Links
https://linkinghub.elsevier.com/retrieve/pii/S2452306223000138

Permanent link to this record

Version History

Now showing 1 - 2 of 2
VersionDateSummary
2*
2023-05-11 04:55:16
Published in Journal
2022-04-28 05:34:39
* Selected version