Category Archives: normalized compression divergence

Procrustes tangent distance is better than SNCD

I’ve written two posts here on using a Symmetrized Normalized Compression Divergence or SNCD for comparing time series. One introduced the SNCD and described its relationship to compression distance, and the other applied the SNCD to clustering days at a … Continue reading

Posted in data science, dependent data, descriptive statistics, divergence measures, hydrology, Ian Dryden, information theoretic statistics, J.T.Kent, Kanti Mardia, non-parametric statistics, normalized compression divergence, quantitative ecology, R statistical programming language, spatial statistics, statistical series, time series | Leave a comment

A look at an electricity consumption series using SNCDs for clustering

(Slightly amended with code and data link, 12th January 2019.) Prediction of electrical load demand or, in other words, electrical energy consumption is important for the proper operation of electrical grids, at all scales. RTOs and ISOs forecast demand based … Continue reading

Posted in American Statistical Association, consumption, data streams, decentralized electric power generation, dendrogram, divergence measures, efficiency, electricity, electricity markets, energy efficiency, energy utilities, ensembles, evidence, forecasting, grid defection, hierarchical clustering, hydrology, ILSR, information theoretic statistics, local self reliance, Massachusetts, microgrids, NCD, normalized compression divergence, numerical software, open data, prediction, rate of return regulation, Sankey diagram, SNCD, statistical dependence, statistical series, statistics, sustainability, symmetric normalized compression divergence, time series | 1 Comment