Analytica Chimica Acta 454 (2002) 13–19

Clustering with dendrograms on interpretation variables

M. Forina∗ , C. Armanino, V. Raggio
Department of Chemistry and Technology of Drugs and Foods, University of Genova, Via Brigata Salerno (s/n), I-16147 Genova, Italy
Received 16 July 2001; received in revised form 17 October 2001; accepted 5 November 2001

Abstract
Clustering techniques are used frequently in chemistry to show and to interpret similarities between objects or variables.
The results of a clustering technique are generally reported in a plot (the dendrogram of similarities) where the ordinate is the
similarity between groups and the abscissa has no specific meaning, but it is used only to separate the clusters. Here, the
use of interpretation variables for the projection of the dendrogram is suggested. Some examples show that sometimes the
so-modified dendrogram show the information more efficiently than the usual dendrograms. © 2002 Elsevier Science B.V.
All rights reserved.
Keywords: Clustering; Dendrograms; Chemometrics; Pattern recognition

1. Introduction other techniques hierarchical agglomerative methods

Cluster analysis is one of the chapters of chemo-
metrics and its tools are applied in unsupervised
pattern recognition, when the objective is to individ-
uate in a set of object groups of similar objects to
be interpreted as members of a “category”. Cluster-
ing can be applied also to variables, to find groups
of similar variables, frequently with the objective of
variable selection for calibration techniques.
Clustering techniques have been classified [1–3] as:
a) Visual techniques;
b) Hierarchical methods
b1) Agglomerative;
b2) Divisive;
c) Non-hierarchical methods.
Visual techniques are based generally on the ob-
servation of principal components plots. Among the
∗ Corresponding author. Tel.: +39-10-3532630;
fax: +39-10-3532684.
E-mail address: forina@dictfa.unige.it (M. Forina).
are the most popular. They are based on the similarity
between two objects (or between two clusters), given
by equation:
dij
sij = 1 − (1)
dmax
where dij is the distance between the two objects and
dmax the maximum distance between two objects in the
dataset. The two objects with the maximum distance
have similarity 0. The distance between two objects
depends on the used metric.
Hierarchic agglomerative techniques start from as
many clusters as objects are. Gradually objects are
joined into clusters, up to the final cluster with all
the objects. In each step, two objects or one object
and one cluster or two clusters are merged. In the
first step, the two objects with the largest similarity
are merged. Then in each step, the two most simi-
lar clusters are merged. The value of their similarity
(or of their distance) is retained. It will be used to
draw the typical result of these techniques, the dendro-
gram. With N objects, the final cluster is obtained after

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14 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19
(N − 1) steps. The hierarchy is a consequence of the
fact that larger clusters are always obtained by the
merger of smaller ones (with all their objects).
In the unweighted average linkage method, when
two clusters A and B are joined into the new cluster C,
the position of C is between the positions of A and B,
weighted for the number of objects in the two joined
clusters. In the evaluation of the position of C, all
the original objects have the same weight (this is the
reason of the name “unweighted”). For example, in the
case of three objects described by only one variable
(x), the first cluster (A) is obtained by merging the two
closest objects, be objects 1 and 2. The co-ordinate of
the cluster A is:
xA = 21 (x1 + x2 ) (2)
In the next (and final) step, the cluster A and the ob-
ject 3 are joined to obtain the large cluster B, with
co-ordinate:
xB = 13 (2xA + x3 ) = 13 (x1 + x2 + x3 ) (3)
In the position of B its three objects have the same
weight.
The dendrogram is the graphical representation of
the clustering. Usually, it is drawn backward, starting
from the final cluster with all the objects and from
similarity 0. At the similarity where two clusters were
merged to origin the final cluster, the final cluster splits
in the two parent clusters and so on. Fig. 1 represents
the dendrogram in the simple case of three objects
described by only one variable (x). Be x1 = 1, x2 = 2
and x3 = 5. The starting similarities are shown in the
Fig. 1. The original (univariate) information (left) and the dendro-
gram of similarities (right).
similarity matrix:




1 0.75 0








1 0.25





1

so that the first cluster A is formed from objects 1
and 2 at the similarity level 0.75. Its position is, with
the unweighted average linkage method, x A = 1.5.
The similarity between A and the object 3 is 1 − (5 −
1.5)/(5 − 1) = 0.125.
So, the dendrogram starts from similarity 0 (or from
the maximum distance 4) and at similarity 0.125 (or
at distance 3.5), the tree divides itself in the cluster A
(with objects 1 and 2) and in the singleton B. From
similarity 0.125, the line representing the cluster A
goes down (up to similarity 0.75) where A splits in
the two objects 1 and 2. The so obtained dendrogram
is represented in Fig. 1.
In Fig. 1 the ordinate is the similarity, with the value
1 in the origin. The abscissa indicates the objects, it
serves only to separate the objects and has no special
significance.
In the past years, dendrograms were frequently ob-
tained by means of printers without graphic capa-
bility, so that the lines were obtained by means of
the usual alphabetic characters, as in the example of
Fig. 2, which is, however, very recent [4]. The same
example shows that the dendrogram can be rotated,
so that the objects are reported on the ordinate and
that the abscissa can be, instead of the similarity or
of the merging distance, a different quantity. Often
Fig. 2. An example of dendrogram without information on both
axes.
 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19
this quantity is the merging order (an integer between
0 and (N − 1)) or the number of clusters (from N
to 1) or a mysterious quantity as in the example of
Fig. 2.
When the similarity or the distance is reported, the
corresponding axis is informative. The length of the
vertical (according to the schema in Fig. 1) lines mea-
sures the separation between the merged clusters, so
that it is common practice to “cut” the dendrogram at
the similarity corresponding to the longest branches,
to obtain apparently “significant” clusters. For exam-
ple, the dendrogram can be cut at similarity 0.5, cor-
Fig. 3. Dataset SEBOU.DAT. Two dendrograms obtained with
different order of the objects and a dendrogram obtained after
seriation (bottom).
15
responding to the branch from 0.125 to 0.75. In this
way, the cluster of the objects 1 and 2 is separated
from the singleton 3, according to the visual inspec-
tion of the variable (x).
The second axis is not informative. On the contrary,
because we are used to give significance to the axes,
the position of the objects can suggest erroneous con-
clusions. Fig. 3 shows the dendrogram obtained with
data SEBOU.DAT in [4], after autoscaling, with the
unweighted average linkage method, as implemented
in PARVUS [3]. The two dendrograms in the upper
part of the figure differ simply because the order in
which the object have been presented to the clustering
program was modified. Obviously, the structure of the
dendrogram, with three clusters, is the same. However,
in one of the two dendrogram objects 1 and 8 are close
and objects 5 and 9 are very far, in the other objects
5 and 9 are close and objects 1 and 8 are very far.
There are up to 2N −2 ways of arranging a dendro-
gram of N objects, 512 ways in the case of the 11
objects in SEBOU.DAT.
The graphical presentation of a dendrogram and
its underlying similarity matrix can be improved by
“seriation”, i.e. by optimal re-ordering of the objects.
Gale et al. [5] and Wishart [6] have considered seri-
ation methods.
The dendrogram in the bottom of Fig. 3 was ob-
tained after seriation. The position of the objects on
the abscissa is exactly the same as that on the first
principal component of the autoscaled data, which ac-
count for the 83.3% of the variance (Fig. 4).
Fig. 4. Dataset SEBOU.DAT. Principal components of autoscaled
data.
16 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19

Fig. 5. Dataset SOY.DAT. Dendrogram projected on the content of proteins.

Fig. 7. Dataset SOY.DAT. Dendrogram projected on the content of proteins and moisture.
 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19
Fig. 6. Dataset SOY.DAT. Principal components after row autoscaling followed by column autoscaling.
2. Projection on interpretation variables
The statistical significance of the clusters can be
evaluated by means of a Fisher test (under the hypoth-
esis of normal distribution of the distance from the ob-
jects in the cluster from the centroid). Other methods
have been suggested [1], but no satisfactory solution
has been found because the very different structure of
clusters found in practical problems.
In chemometrics, the chemical significance of a
cluster is based on the possibility of interpretation.
Interpretation means that we compare the clusters
suggested by the dendrogram with external informa-
tion, not used to compute the dendrogram. Frequently,
the real problem suggests that some categories exist
and the interpretation step is to compare the num-
ber and the composition of the clusters with these
categories. The category index is a discrete variable.
In other cases the interpretation uses one or more
continuous variables. Frequently, these variables are
the co-ordinates of the sampling places. For example,
Hopke [7] studied the clustering of 79 samples of
lake sediments. Four clusters have been obtained and
they were visualised on the map of the lake with a
different symbol for each cluster.
17
The direct projection of the dendrogram on one or
two interpretation variables does not present mathe-
matical difficulties. In the case of one interpretation
variable the abscissa is the interpretation variable
and the ordinate is the similarity. In the case of two
interpretation variables the dendrogram simulates a
tri-dimensional space.
Instead of the backwise procedure of the usual
dendrogram, the projected dendrogram starts from
the objects and continues exactly as the agglomera-
tive procedure. When two objects are merged their
position on the abscissa is the mean of the values of
the interpretation variable for the two objects.
Fig. 5 shows a first example of projection of
a dendrogram on one interpretation variable. Data
(SOY.DAT) are spectra of 60 samples of soy flour;
measured with a filter instrument with 19 filters. The
response variables are moisture, protein and oil. De-
tails are reported in the original paper [8]. Data are
available [3]. Clustering (unweighted average link-
age method) was performed on the spectra after row
autoscaling (i.e. standard normal variate) followed
by column autoscaling. The interpretation variable in
Fig. 5 is the content of proteins. By cutting the den-
drogram at similarity 0.35, three clusters and a single-
18 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19

Fig. 8. Dataset PORT1981.DAT. Dendrogram projected on the map of Portugal, each object on the corresponding sampling site.

Fig. 9. Dataset SEBOU.DAT. Dendrogram projected on the map of Sebou valley (Morocco), each object on the corresponding sampling site.
 M. Forina et al. / Analytica Chimica Acta 454 (2002) 13–19
ton are obtained. Fig. 6 shows the corresponding PC
plot, with the dispersion polygons corresponding to
the green cluster (left low), the red cluster (right low)
and the singleton. The projected dendrogram shows
clearly that the red cluster corresponds to samples
with large content in proteins and the green cluster to
samples with medium proteins content.
Fig. 7 shows the projection of the same dendrogram
on two interpretation variables, the content of proteins
and moisture. The red cluster corresponds to sample
with large protein content and low moisture content;
the green cluster to samples with large moisture con-
tent and medium-low protein content, the blue clus-
ter corresponds to sample with low both proteins and
moisture content. The singleton (sample 28) has a very
small amount of both proteins and moisture.
In the second example, the same clustering tech-
nique was applied after autoscaling to the dataset
PORT1981.DAT of 151 samples of olive oil from Por-
tugal [9,10], described by 11 fatty acids (C16:0, C16:1,
C17:0, C17:1, C18:0, C18:1, C18:2, C18:3, C20:0,
C22:0 and C24:0) and three sterols (␤-sytosterol,
campesterol and stigmasterol). The interpretation
variables are the latitude and the longitude of Portu-
gal. The projection of the dendrogram on the Portugal
map is shown in Fig. 8. A sample marked E (from the
extreme north of Portugal) and two samples marked
T from the extreme south of Portugal (Province of
Tavira) are outliers, very different from the other
samples, that cluster in two main groups. With the
exception of only one sample, marked A in Fig. 8, the
red cluster is that of olive oils of cold Portugal (north
and inner valleys, especially Douro valley). The blue
cluster is that of the oils of warm Portugal.
The third example [4] refers to the eleven objects of
SEBOU.DAT, collected in Morocco, in the low valley
of Sebou river and of its effluents. Each object is the
mean of four samples of sediments, analysed for 8
metals.
Fig. 9 shows the dendrogram obtained (unweighted
average linkage method, autoscaled data) and pro-
jected on the map of the sampling region.
The first cluster is that of low-pollution sediments,
upstream of the human pollution sources (towns and
industries). An exception is object 9, perhaps caused
by local dilution due to an unpolluted affluent. The
19
other two clusters are those of medium-large and large
pollution in the sampling sites downstream of large
towns with polluting industries.
3. Conclusions
The examples here reported are only a sample of
the variety of cases (variables for clustering and in-
terpretation variables), where the projection on one or
two interpretation variables and the use of colours can
make the dendrogram more informative than the usual
dendrogram.
Acknowledgements
Study developed with funds from the project UE
STM4-CT98-7521 “European Network for the Inter-
comparison of Chemometric Software and Methods”,
from the University of Genova and from CNR
(National Research Council of Italy).
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