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A new dissimilarity measure in time-dependent experiments

Title
A new dissimilarity measure in time-dependent experiments
Authors
Song J.
Ewha Authors
송종우
SCOPUS Author ID
송종우scopus
Issue Date
2008
Journal Title
Journal of the Korean Statistical Society
ISSN
1226-3192JCR Link
Citation
vol. 37, no. 2, pp. 145 - 153
Indexed
SCIE; SCOPUS; KCI WOS scopus
Abstract
Most distance measures used in unsupervised learning methods including the Euclidean distance and correlation-based distances disregard the time order of observations. In this paper, we consider a new dissimilarity measure that incorporates the time order of observations for time-dependent experiments. It measures the distance between a linear combination of two consecutive observations. To consider the length of time interval between observations, we use the same measure with the weight of time length, Δ ti. We show that this measure has larger asymptotic discriminating power than the Euclidean distance, and it also gives a good small sample performance. © 2008 The Korean Statistical Society.
DOI
10.1016/j.jkss.2007.10.006
Appears in Collections:
자연과학대학 > 통계학전공 > Journal papers
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