prikaz prve stranice dokumenta Korelacijsko grupiranje vremenskih nizova
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undergraduate thesis
Korelacijsko grupiranje vremenskih nizova
Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing, 2017. urn:nbn:hr:168:786667
Torbarina, Matea
University of Zagreb
Faculty of Electrical Engineering and Computing

Institutional repository: FER Repository

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Torbarina, M. (2017). Korelacijsko grupiranje vremenskih nizova (Undergraduate thesis). Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing. Retrieved from https://urn.nsk.hr/urn:nbn:hr:168:786667

Torbarina, Matea. "Korelacijsko grupiranje vremenskih nizova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2017. https://urn.nsk.hr/urn:nbn:hr:168:786667

Torbarina, Matea. "Korelacijsko grupiranje vremenskih nizova." Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, 2017. https://urn.nsk.hr/urn:nbn:hr:168:786667

Torbarina, M. (2017). 'Korelacijsko grupiranje vremenskih nizova', Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, accessed 11 July 2024, https://urn.nsk.hr/urn:nbn:hr:168:786667

Torbarina M. Korelacijsko grupiranje vremenskih nizova [Undergraduate thesis]. Zagreb: University of Zagreb, Faculty of Electrical Engineering and Computing; 2017 [cited 2024 July 11] Available at: https://urn.nsk.hr/urn:nbn:hr:168:786667

M. Torbarina, "Korelacijsko grupiranje vremenskih nizova", Undergraduate thesis, University of Zagreb, Faculty of Electrical Engineering and Computing, Zagreb, 2017. Available at: https://urn.nsk.hr/urn:nbn:hr:168:786667

Metadata
TitleKorelacijsko grupiranje vremenskih nizova
Title (english)Correlation Based Clustering of Time Series
AuthorMatea Torbarina
MentorZvonko Kostanjčar (mentor)
Committee memberZvonko Kostanjčar (predsjednik povjerenstva)
Committee memberMate Puljiz (član povjerenstva)
Committee memberStjepan Begušić (član povjerenstva)
GranterUniversity of Zagreb
Faculty of Electrical Engineering and Computing
Zagreb
Defense date and country2017-09-12, Croatia
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Computing
Scientific / art field,
discipline and subdiscipline		TECHNICAL SCIENCES
Electrical Engineering
Abstract
Problem primjene tradicionalnih algoritama grupiranja na visoko-dimenzionalnim vremenskim nizovima je unaprijed definirani broj grupa. Veliki izazov predstavlja upravo česta vremenska promjenjivost grupiranja i unaprijed nepoznat broj grupa. U modeliranju sličnosti parova vremenskih nizova kao korisna statistička mjera koristi se mjera korelacije, na kojoj se zasnivaju novi algoritmi grupiranja. U radu se istražuju algoritmi korelacijskog grupiranja, te se razvija novi algoritam za primjenu na vremenskim nizovima. Istražene su razne inačice, svojstva i metode estimacije korelacijskih matrica vremenskih nizova, nakon čega je razvijen algoritam korelacijskog grupiranja zasnovan na particioniranju. Razvijeni algoritam je ispitan na financijskim podacima danim za kompanije iz 9 različitih sektora.
Abstract (english)
The problem of application of traditional clustering algorithm on high-dimensional time series is pre defined cluster number. Frequent clustering fluctuations is another big challenge in this kind of statistical analysis that experts aspire to solve. In modelling the similarity of time series pairs, there is very useful method of grouping, based on correlation as a measure of distance. This paper reviews the development of an correlation clustering and algorithm for time series application. The various variants, properties and methods of estimating correlation matrices were researched, and a partitioning based correlation algorithm was developed. The developed algorithm were tested on a financial data sets of a 9 companies, where each of them belongs to a different sector.
Keywords
Keywords (english)
Languagecroatian
URN:NBNurn:nbn:hr:168:786667
Study programmeTitle: Electrical Engineering and Information Technology
Study programme type: university
Study level: undergraduate
Academic / professional title: sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije (sveučilišni/a prvostupnik/ prvostupnica (baccalaureus/baccalaurea) inženjer/inženjerka elektrotehnike i informacijske tehnologije)
Type of resourceText
File originBorn digital
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Created on2019-03-14 01:39:15