MATLAB Group Data Classification

Posted on 2011-04-21
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
    LVL 37

    Expert Comment

    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?
    LVL 7

    Author Comment

    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

    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.
    LVL 7

    Author Closing Comment

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

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