AbstractArchetypal analysis aims at synthesizing single‐valued data sets through a few (not necessarily observed) points that are called archetypes, under the constraint that all points can be represented as a convex combination of the archetypes themselves and that the archetypes are a convex combination of the data. In this paper, we extend this methodology to the case of interval‐valued data, which represent a special case of set‐valued data, where the sets are compact and identified by ordered pairs of values. In addition, we propose to use interval archetypes as a tool in an analysis strategy to explore and mine complex data sets. © 2012 Wiley Periodicals, Inc. Statistical Analysis and Data Mining, 2012