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📁 an analysis software with souce code for the time series with methods based on the theory of nonline
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<head><title>Clustering a dissimilarity matrix</title></head>
<body bgcolor="#ffffff">
<h3>Clustering a dissimilarity matrix</h3>
<font color=blue><tt>cluster <font color=red>-##</font> 
   [-= -X </tt><em>xfile</em><tt>] </tt><em>file</em></font>
<blockquote>
   <br>     <font color=red><tt> -#  </tt></font>number of clusters
   <br>     <font color=blue><tt> -=  </tt></font>if set, bias towards similar size clusters
   <br>     <font color=blue><tt> -X  </tt><em>ffile</em></font>list of indices with fixed cluster assignments
   <br>     <font color=blue><tt> -o  </tt></font><a href="../general.html#outfile" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#outfile">output file name</a>, just <font color=blue><tt> -o  </tt></font>means <font color=blue><em>file</em><tt>_clust</tt></font>
   <br>     <font color=blue><tt> -V  </tt></font><a href="../general.html#verbosity" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#verbosity">verbosity level</a> (0 = only fatal errors)
   <br>     <font color=blue><tt> -h  </tt></font>show this message
<p>
<a href="../general.html#verbosity" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/general.html#verbosity">verbosity level</a> (add what you want): 
<p>
      <font color=blue> 	1</font> = input/output
<br>   <font color=blue> 	2</font> = state of clustering
<br>   <font color=blue> 	8</font> = temperature / cost at cooling
</blockquote>
The program reads a dissimilarity matrix of the form <font color=blue>i, j,
d<sub>i,j</sub></font> (columns 1,2,3 of the input file). Any missing values
are filled in by the mean of the given values. Now <font color=red><tt> -#
</tt></font> clusters are formed by minimising the average dissimilarity of
each entity to all the entities within each cluster. The method is described in
<a href="../chaospaper/citation.html#cluster" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/chaospaper/citation.html#cluster">Schreiber and Schmitz</a>.
Certain indices may be assigned to a cluster by listing the index and the
cluster number in <font color=blue><em>ffile</em></font> 9the argument of the
<font color=blue><tt> -X  </tt></font> option).
<p>
Progress is monitored by a string printed at brief intervals. Here, clusters
are lettered by A, B,&nbsp;... On output, the clustering is described by giving
for each index the cluster number and the average dissimilarities of that item
to each cluster.
<p>
As an example, consider four time series 1,2,3,4 where 1 and 2 are very
similar, 3 and 4 as well, but teh two groups are quite dissimilar. This may be
reflected in the dissimilarity matrix
<blockquote>
<table noborder cellpadding=0 cellspacing=0>
<tr><th>i</th><th>j</th><th>d<sub>i,j</sub></th></tr>
<tr><td colspan=3><hr with=100%></td></tr>
<tr><td>     1 </td><td>1 </td><td>0 </td></tr>	
<tr><td>     1 </td><td>2 </td><td>0 </td></tr>	
<tr><td>     1 </td><td>3 </td><td>1 </td></tr>	
<tr><td>     1 </td><td>4 </td><td>1 </td></tr>	
<tr><td>     2 </td><td>1 </td><td>0 </td></tr>	
<tr><td>     2 </td><td>2 </td><td>0 </td></tr>	
<tr><td>     2 </td><td>3 </td><td>1 </td></tr>	
<tr><td>     2 </td><td>4 </td><td>1 </td></tr>	
<tr><td>     3 </td><td>1 </td><td>1 </td></tr>	
<tr><td>     3 </td><td>2 </td><td>1 </td></tr>	
<tr><td>     3 </td><td>3 </td><td>0 </td></tr>	
<tr><td>     3 </td><td>4 </td><td>0 </td></tr>	
<tr><td>     4 </td><td>1 </td><td>1 </td></tr>	
<tr><td>     4 </td><td>2 </td><td>1 </td></tr>	
<tr><td>     4 </td><td>3 </td><td>0 </td></tr>	
<tr><td>     4 </td><td>4 </td><td>0 </td></tr>	
</table>
</blockquote>
Running
<blockquote>
   <font color=blue><tt>&gt; cluster -#2</tt></font> 
</blockquote>
on this data will yield as output
<pre>
 1  0.  1.
 1  0.  1.
 2  1.  0.
 2  1.  0.
</pre>
This means that, as expected, set 1 and two are in cluster 1. Also, 3 and 4 are
in cluster 2. They all have average distance 0. to their home cluster and 1. to
the other cluster. 
<p>
Dissimilarity matrices for time series can be produced either using <a
herf="../dresden/nstat_z.htm">nstat_z</a> or by computing any other
dissimilarity measure (<a
herf="../dresden/xc2.html">xc2</a>, <a
herf="../dresden/xzero.html">xzero</a>, <a
herf="../dresden/xcor.html">xcor</a>, with appropriate settings)
in a loop.
<p>
Here one more example for UNIX users using pipelines:
<blockquote>
   <font color=blue><tt>&gt;  ( henon -l 1000 ; ikeda -l 1000 ) | nstat_z -#10 | cluster -#2</tt></font> 
</blockquote>
A time series of 2000 points is produced, the first 1000 from the H&eacute;non
map, the second from the Ikeda map. Splitting it into 10 segments, <a
href="../../../../../tppmsgs/msgs0.htm#37" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/dresden/nstat_z.htm">nstat_z</a> produces a 10 by 10 matrix which is
then used to form 2 clusters:
<pre> 1  0.510285676  1.51835787
 1  0.515677989  1.47538877
 1  0.505068302  1.50731277
 1  0.526149631  1.50477791
 1  0.54192245  1.5086087
 2  1.49558449  0.900290847
 2  1.49753571  0.912206411
 2  1.50899839  0.89825052
 2  1.49374235  0.903614342
 2  1.51858497  0.915635824
</pre>
Indeed, the first 5 segments form one cluster and segments 6-10 the other.
<p>
<a href="../contents.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/docs/contents.html">Table of Contents</a> * <a href="../../index.html" tppabs="http://www.mpipks-dresden.mpg.de/~tisean/TISEAN_2.0/index.html" target="_top">TISEAN home</a>
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