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MATLAB Group Data Classification

Posted on 2011-04-21
Medium Priority
Last Modified: 2016-03-02
How do I classify a daily data into multiple groups, each represented by its own non-linear equation.
Question by:XGIS
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LVL 37

Expert Comment

ID: 35445737
You could approach it as a facility location problem and optimize the distance from the functions. Non-linear though? That's kind of complicated. Does your data actually appear to follow nonlinear groups? Can you post some sample data?

Author Comment

ID: 35468142
Hello Tommy, Apologies for the late reply.  PFA sample Tick data. This data is a bit intense and would normally be averaged across 5-10 minute intervals, although this can always be modified later.

The basic idea is to separate on date, and classify like daily patterns as groups.

LVL 37

Accepted Solution

TommySzalapski earned 2000 total points
ID: 35707448
I still think the facility location problem is your best bet. Optimize on minimum distance between all values. That way, linear, non-linear, etc doesn't matter. If they do similar things, they will be grouped.

Author Closing Comment

ID: 35765004
Thanks Tommy, Those links were a good heads up on this request.

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