多元时间序列聚类分析在城市区域社会经济指标中的应用

IF 0.6 Q4 BUSINESS, FINANCE
V. Gružauskas, D. Čalnerytė, Tautvydas Fyleris, Andrius Kriščiūnas
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引用次数: 3

摘要

摘要城市的社会经济发展是由一组感兴趣时期的指标定义的,可以作为一个多变量时间序列进行分析。在向决策者提供建议或扩大房地产和保险价格评估数据集时,了解哪些城市的社会经济发展趋势相似是很重要的。通常,关键指标来源于专家经验,但本出版物采用了统计方法来确定关键趋势。通过对多变量时间序列数据集采用K-均值聚类和主成分分析进行无监督机器学习。在100次运行之后,将具有最小求和误差的结果作为最终聚类进行分析。该数据集代表了2006年至2018年期间立陶宛各城市的各种社会经济指标。集群中包含立陶宛4个最大城市的市镇和另一个包含3个最大城市中3个区的市镇的指标存在显著差异。在确定房地产分配地区之间的社会经济差异时,本文提出了一种稳健的方法。例如,在应用房地产估价的比较方法时,评估的距离矩阵可用于调整系数。
本文章由计算机程序翻译,如有差异,请以英文原文为准。
Application of Multivariate Time Series Cluster Analysis to Regional Socioeconomic Indicators of Municipalities
Abstract The socio-economic development of municipalities is defined by a set of indicators in a period of interest and can be analyzed as a multivariate time series. It is important to know which municipalities have similar socio-economic development trends when recommendations for policy makers are provided or datasets for real estate and insurance price evaluations are expanded. Usually, key indicators are derived from expert experience, however this publication implements a statistical approach to identify key trends. Unsupervised machine learning was performed by employing K-means clusterization and principal component analysis for a dataset of multivariate time series. After 100 runs, the result with minimal summing error was analyzed as the final clusterization. The dataset represented various socio-economic indicators in municipalities of Lithuania in the period from 2006 to 2018. The significant differences were noticed for the indicators of municipalities in the cluster which contained the 4 largest cities of Lithuania, and another one containing 3 districts of the 3 largest cities. A robust approach is proposed in this article, when identifying socio-economic differences between regions where real estate is allocated. For example, the evaluated distance matrix can be used for adjustment coefficients when applying the comparative method for real estate valuation.
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来源期刊
Real Estate Management and Valuation
Real Estate Management and Valuation Economics, Econometrics and Finance-Finance
CiteScore
1.50
自引率
25.00%
发文量
24
审稿时长
23 weeks
期刊介绍: Real Estate Management and Valuation (REMV) is a journal that publishes new theoretical and practical insights that improve our understanding in the field of real estate valuation, analysis and property management. The aim of the Polish Real Estate Scientific Society (Towarzystwo Naukowe Nieruchomości) is developing and disseminating knowledge about land management and the methods, techniques and principles of real estate valuation and the popularization of scientific achievements in this field, as well as their practical applications in the activities of economic entities.
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