Author Type

Graduate Student

Date of Award

2003

Document Type

Thesis

Publication Status

Version of Record

Submission Date

October 2026

Thesis/Dissertation Advisor [Chair]

Wille, Luc T.

Abstract

Three new approaches to the clustering of data sets are presented. They are heuristic methods and represent forms of unsupervised (non-parametric) clustering. Applied to an unknown set of data these methods automatically determine the number of clusters and their location using no a priori assumptions. All are based on analogies with different physical phenomena. The first technique, named the Percolation Clustering Algorithm, embodies a novel variation on the nearest-neighbor algorithm focusing on the connectivity between sample points. Exploiting the equivalence with a percolation process, this algorithm considers data points to be surrounded by expanding hyperspheres, which bond when they touch each other. Once a sequence of joined spheres spans an entire cluster, percolation occurs and the cluster size remains constant until it merges with a neighboring cluster. The second procedure, named Nucleation and Growth Clustering, exploits the analogy with nucleation and growth which occurs in island formation during epitaxial growth of solids. The original data points are nucleation centers, around which aggregation will occur. Additional "ad-data" that are introduced into the sample space, interact with the data points and stick if located within a threshold distance. These "ad-data" are used as a tool to facilitate the detection of clusters. The third method, named Discrete Deposition Clustering Algorithm, constrains deposition to occur on a grid, which has the advantage of computational efficiency as opposed to the continuous deposition used in the previous method. The original data form the vertexes of a sparse graph and the deposition sites are defined to be the middle points of this graphs edges. Ad-data are introduced on the deposition site and the system is allowed to evolve in a self-organizing regime. This allows the simulation of a phase transition and by monitoring the specific heat capacity of the system one can mark out a "natural" criterion for validating the partition. All of these techniques are competitive with existing algorithms and offer possible advantages for certain types of data distributions. A practical application is presented using the Percolation Clustering Algorithm to determine the taxonomy of the Dow Jones Industrial Average portfolio. The statistical properties of the correlation coefficients between DJIA components are studied along with the eigenvalues of the correlation matrix between the DJIA components.

Extent

225 p.

Comments

Thesis (Ph.D.)--Florida Atlantic University, 2003.|Thesis (Ph.D.)--Florida Atlantic University, 2003.

Identifier

FADT12032

Format

pdf

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