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.
As the present now
Will later be past [...]
And the first one now
Will later be last
For the times they are a-changin’.
–Bob Dylan
This chapter is partly based upon previous research. Please see the following works for further information: Sarlin et al. (2012), Sarlin and Eklund (2011), Sarlin (2013b, d, e), Sarlin and Yao (2013)
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Notes
- 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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Sarlin, P. (2014). Extending the SOM. In: Mapping Financial Stability. Computational Risk Management. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-54956-4_6
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