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Erschienen in:
Introduction Kapitel lesen Erstes Kapitel lesen

2014 | OriginalPaper | Buchkapitel

6. Extending the SOM

verfasst von : Peter Sarlin

Erschienen in: Mapping Financial Stability

Verlag: Springer Berlin Heidelberg

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Abstract

The standard Self-Organizing Map (SOM), while having merit for the task at hand, may be extended in multiple directions, not the least to better meet the demands set by macroprudential oversight and data. Along these lines, with a key focus on temporality, this chapter first discusses the literature on time in SOMs. This is followed by extensions to the standard SOM paradigm. In general, the chapter presents extensions to the SOM paradigm for processing data from the cube representation, i.e., along multivariate, temporal and cross-sectional dimensions, where a focus of emphasis is on a better processing and visualization of time. The motivation and functioning of the extensions is demonstrated with a number of illustrative examples.

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Vorheriges Kapitel Data-Dimension Reductions: A Comparison
Nächstes Kapitel Self-Organizing Financial Stability Map
Fußnoten
1
I suggest to illustrate with idle units through some color coding. While idle units have implemented to be colored in gray, these specific cases are not encountered in the experiments performed here.
 
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Metadaten
Titel
Extending the SOM
verfasst von
Peter Sarlin
Copyright-Jahr
2014
Verlag
Springer Berlin Heidelberg
Buch
Mapping Financial Stability

Print ISBN: 978-3-642-54955-7

Electronic ISBN: 978-3-642-54956-4

Copyright-Jahr: 2014

DOI
https://doi.org/10.1007/978-3-642-54956-4_6