clusteringHierarchical.m

%   COPYRIGHT
%   This file is part of TSSA: https://github.com/ayrna/tssa
%   Original authors: Antonio M. Duran Rosal, Pedro A. Gutierrez
%   Copyright:
%       This software is released under the The GNU General Public License v3.0 licence
%       available at http://www.gnu.org/licenses/gpl-3.0.html
%   Citation: If you use this code, please cite any of the following papers:
%     [1] M. Pérez-Ortiz, A.M. Durán-Rosal, P.A. Gutiérrez, et al.
%         "On the use of evolutionary time series analysis for segmenting paleoclimate data"
%         Neurocomputing, Vol. 326-327, January, 2019, pp. 3-14
%         https://doi.org/10.1016/j.neucom.2016.11.101
%     [2] A.M. Durán-Rosal, P.A. Gutiérrez, F.J. Martínez-Estudillo and C. Hervás-Martínez.
%         "Simultaneous optimisation of clustering quality and approximation error
%         for time series segmentation", Information Sciences, Vol. 442-443, May, 2018, pp. 186-201.
%         https://doi.org/10.1016/j.ins.2018.02.041
%     [3] A.M. Durán-Rosal, J.C. Fernández, P.A. Gutiérrez and C. Hervás-Martínez.
%         "Detection and prediction of segments containing extreme significant wave heights"
%         Ocean Engineering, Vol. 142, September, 2017, pp. 268-279.
%         https://doi.org/10.1016/j.oceaneng.2017.07.009
%     [4] A.M. Durán-Rosal, M. de la Paz Marín, P.A. Gutiérrez and C. Hervás-Martínez.
%         "Identifying market behaviours using European Stock Index time series by 
%         a hybrid segmentation algorithm", Neural Processing Letters,
%         Vol. 46, December, 2017, pp. 767–790.
%         https://doi.org/10.1007/s11063-017-9592-8
%
%% clustering
% Function:returns the assignation and centroids of a set of patterns
% 
% Input:
%     normCharac: Set of pattens (in our case, set of characteristics)
%     k:          Number of groups
% 
% Output:
%     assignation: Array of group assignation for each pattern (segment)
%     centroids:   Set of centroids resulting of the clustering
function [assignation,centroids] = clusteringHierarchical(normCharac,k)
    Z = linkage(normCharac,'ward','euclidean');
    assignation = cluster(Z,'maxclust',k);
    centroids = zeros(k,numel(normCharac(1,:)));
    for i=1:k,
        segments = normCharac(find(assignation==i));
        centroids(i,:)=mean(segments);
        clear segments;
    end
end