Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series
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...
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| Format: | Conference or Workshop Item |
| Language: | English English |
| Published: |
American Scientific Publishers
2016
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| Subjects: | |
| Online Access: | http://umpir.ump.edu.my/id/eprint/14012/ http://umpir.ump.edu.my/id/eprint/14012/1/Identifying%20the%20Influential%20Variable%20using%20Centrality.pdf http://umpir.ump.edu.my/id/eprint/14012/7/fist-2016-syahidah-Identifying%20the%20Influential%20Centrality.pdf |
| _version_ | 1848819615219580928 |
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| author | Nur Syahidah, Yusoff Shamshuritawati, Sharif |
| author_facet | Nur Syahidah, Yusoff Shamshuritawati, Sharif |
| author_sort | Nur Syahidah, Yusoff |
| building | UMP Institutional Repository |
| collection | Online Access |
| description | 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. |
| first_indexed | 2025-11-15T01:56:22Z |
| format | Conference or Workshop Item |
| id | ump-14012 |
| institution | Universiti Malaysia Pahang |
| institution_category | Local University |
| language | English English |
| last_indexed | 2025-11-15T01:56:22Z |
| publishDate | 2016 |
| publisher | American Scientific Publishers |
| recordtype | eprints |
| repository_type | Digital Repository |
| spelling | ump-140122017-04-27T05:44:45Z http://umpir.ump.edu.my/id/eprint/14012/ Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series Nur Syahidah, Yusoff Shamshuritawati, Sharif Q Science (General) 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. American Scientific Publishers 2016 Conference or Workshop Item PeerReviewed application/pdf en http://umpir.ump.edu.my/id/eprint/14012/1/Identifying%20the%20Influential%20Variable%20using%20Centrality.pdf application/pdf en http://umpir.ump.edu.my/id/eprint/14012/7/fist-2016-syahidah-Identifying%20the%20Influential%20Centrality.pdf 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.. (Published) |
| spellingShingle | Q Science (General) Nur Syahidah, Yusoff Shamshuritawati, Sharif Identifying the Influential Variable using Centrality Measure: A Case of Multivariate Time Series |
| title | Identifying the Influential Variable using Centrality
Measure: A Case of Multivariate Time Series |
| title_full | Identifying the Influential Variable using Centrality
Measure: A Case of Multivariate Time Series |
| title_fullStr | Identifying the Influential Variable using Centrality
Measure: A Case of Multivariate Time Series |
| title_full_unstemmed | Identifying the Influential Variable using Centrality
Measure: A Case of Multivariate Time Series |
| title_short | Identifying the Influential Variable using Centrality
Measure: A Case of Multivariate Time Series |
| title_sort | identifying the influential variable using centrality
measure: a case of multivariate time series |
| topic | Q Science (General) |
| url | http://umpir.ump.edu.my/id/eprint/14012/ http://umpir.ump.edu.my/id/eprint/14012/1/Identifying%20the%20Influential%20Variable%20using%20Centrality.pdf http://umpir.ump.edu.my/id/eprint/14012/7/fist-2016-syahidah-Identifying%20the%20Influential%20Centrality.pdf |