Nur Syahidah, Yusoff and Shamshuritawati, Sharif (2016) Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series. In: Recent Research In Social Sciences International Conference (SOCSIC 2016) , 31 May-2 June 2016 , Bandung, Indonesia. pp. 1-5..
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Abstract
Analysing the structure of multivariate system has been an important part in reliability analysis especially in identifying the influential variables. The complexity of the analysis increases when high dimensional data involved. To simplify the information in multivariate system, a network topology which is based on an Escoufier’s RV-coefficient is constructed and centrality measure will be used to interpret the network. Statistically, RV-coefficient is a multivariate generalization of the squared Pearson correlation coefficient. An example in finance industry will be discussed to illustrate the structure of network topology and a recommendation will be presented.
| Item Type: | Conference or Workshop Item (Lecture) |
|---|---|
| Uncontrolled Keywords: | RV-coefficient, Network Topology, Minimum Spanning Tree |
| Subjects: | Q Science > Q Science (General) |
| Faculty/Division: | Faculty of Industrial Sciences And Technology |
| Depositing User: | Mrs. Neng Sury Sulaiman |
| Date Deposited: | 06 Sep 2016 03:42 |
| Last Modified: | 27 Apr 2017 05:44 |
| URI: | http://umpir.ump.edu.my/id/eprint/14012 |
| Download Statistic: | View Download Statistics |
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