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Título: |
An automatic graph layout procedure to visualize correlated data |
Autores: |
Moscato, Pablo Inostroza-Ponta, Mario Berretta, Regina Mendes, Alexandre |
Fecha: |
2012-11-08 2006-08 2006-08 |
Publicador: |
Unversidad Nacional de La Plata |
Fuente: |
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Tipo: |
Objeto de conferencia Objeto de conferencia |
Tema: |
Quadratic Assignment Problem (QAP) hierarchical clustering Similarity measures Heuristic methods Ciencias Informáticas |
Descripción: |
This paper introduces an automatic procedure to assist on the interpretation of a large dataset when a similarity metric is available.
We propose a visualization approach based on a graph layout method- ology that uses a Quadratic Assignment Problem (QAP) formulation.
The methodology is presented using as testbed a time series dataset of the Standard & Poor’s 100, one the leading stock market indicators in the United States. A weighted graph is created with the stocks repre- sented by the nodes and the edges’ weights are related to the correlation between the stocks’ time series. A heuristic for clustering is then pro- posed; it is based on the graph partition into disconnected subgraphs allowing the identification of clusters of highly-correlated stocks. The final layout corresponds well with the perceived market notion of the different industrial sectors. We compare the output of this procedure with a traditional dendogram approach of hierarchical clustering IFIP International Conference on Artificial Intelligence in Theory and Practice - Knowledge Acquisition and Data Mining |
Idioma: |
Inglés |