Research Article
Clustering Analysis of Multivariate Data: A Weighted Spatial Ranks-Based Approach
Table 2
Comparison of different clustering approaches applied to the financial dataset.
| Clustering method | No. of clusters | Cluster sizes | H | Purity | Entropy | ARI |
| WSR | 2 | 53, 50 | 0.03 | 0.97 | 0.16 | 0.89 | GMM (mclust) “BIC” | 3 | 50, 15, 38 | 0.15 | 0.94 | 0.14 | 0.73 | K-means “CH index” | 2 | 46, 57 | 0.03 | 0.97 | 0.19 | 0.89 | HDDC “BIC” | 3 | 8, 45, 50 | 0.09 | 0.98 | 0.09 | 0.82 | MixtPPCA “BIC” | 2 | 53, 50 | 0.03 | 0.97 | 0.19 | 0.89 | PAM “silhouette width” | 2 | 57, 46 | 0.03 | 0.97 | 0.19 | 0.89 | DBSCAN | 1 | 102 (1 noise point) | 0.03 | 0.54 | 0.99 | −0.003 | KMD | 2 | 46, 57 | 0.03 | 0.97 | 0.19 | 0.89 | FCM | 2 | 46, 57 | 0.03 | 0.97 | 0.19 | 0.89 | GG | 2 | 53, 50 | 0.03 | 0.97 | 0.16 | 0.89 | DDC | 3 | 11, 46, 46 | 0.12 | 0.97 | 0.14 | 0.76 | SNN | 3 | 47, 40, 16 | 0.16 | 0.93 | 0.15 | 0.71 | densityClust | 1 | 103 | 0 | 0.54 | 0.99 | 0 |
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Results are based on the mean of 1000 repetitions. |