Grouping of variables when units have a natural order / by S.R. Esterby. : En13-5/88-27E-PDF

"The characterisation of change in a multivariate; response with naturally ordered units is considered. The methods commonly used, such as clustering or plotting in a reduced dimension, either ignore the natural order or assume step changes or both. The proposed method consists of grouping those response variables which have similar form of change over the sequence of observation. Two procedures, one using least squares cubic splines and the other, using a similarity measure based on common runs up or down of smoothed values, are considered. The final characterization consists of sets of response variables and the for a of change for each set"--Summary.

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