Time Series Clustering Ensemble Algorithm Based on Locality Preserving Projection

In terms of existing time series clustering method based on Euclidean distance metric, with the increasing dimension of time series, the time complexity of the algorithm will be increased too; and this method can also lead to incorrect clustering result because of it unable to recognize the abnormal values in time series.Principal component analysis retains large variance and contains more information by linear transformation; it can effectively reduce the dimension of the time series and identify outliers.This paper proposes the idea of time series clustering analysis method based on principal component analysis.Firstly, applying principal component analysis to time series dataset, by way of dimension reduction, obtained the corresponding coefficient matrix and eigenvalues.Secondly, using clustering method based on Euclidean distance on the calculated coefficient matrix, the clustering result of coefficient matrix is consistent with time series dataset.Using simulation data and meteorological data to validate this method, the experimental results show that time complexity of time series clustering method proposed in this paper is significantly better than the algorithm based on Euclidean distance, especially for time series dataset which has linear correlation.

This paper proposes a novel time series data mining and analysis framework inspired by ancient Chinese culture I-Ching. The proposed method converts the time series into symbol spaces by employing the concepts and principles of I-Ching. Algorithms are addressed to explore and identify temporal patterns in the resulting symbol spaces. Using the analysis framework, major topics of time series data mining regarding time series clustering, association rules of temporal patterns, and transition of hidden Markov process can be analyzed. Dynamic patterns are derived and adopted to investigate the occurrence of special events existing in the time series. A case study is illustrated to demonstrate the effectiveness and usefulness of the proposed analysis framework. Key words: Time series, data mining, Chinese I-Ching.

One of the main challenging subjects of data mining is fuzzy-clustering time series in real-world applications. Its reason can be time-series data characteristics that include high dimensional, large volume and existence of temporal ordering in data. So far, many studies have performed about issues such as addressing time-series data high dimension and applying a different effect of each dimension in clustering results. In many of the recent published resources, feature-weighting process in time-series data has employed as one effective way to overcome mentioned problems. Appropriate weight's assignment can discuss as one challenge in mentioned resources. Hence, aim of this paper is optimization of the feature-weighting process in time series clustering task. For this aim, a technique is proposed based on the combination of two fundamental concepts, including features effect-based weighting and optimization in order to optimize weight's assignment in time series clustering. Proposed technique is made possibility use of the merits of two concepts in order to improving performance fuzzy-clustering task in time-series data. Fuzzy Particle Swarm Optimization (FPSO) is used as a population-based technique for optimization of feature-weighting process and enhancing performance of clustering. Proposed technique is evaluated based on three indexes validity that includes Partition Coefficient (PC), Partition Entropy (PE) and Davios-Bouldin (DB). Experimental results are indicated that our proposed technique is efficient and can represent encouraging results. Also, clustering results by population-based a proposed technique is demonstrated the improvement of performance of fuzzy-clustering time series than other conventional techniques.

Multivariable time series (MTS) clustering is an important topic in time series data mining. The major challenge of MTS clustering is to capture the temporal correlations and the dependencies between multiple variables. In this paper, we propose a novel MTS clustering approach based on graph convolutional network (GCN), which is a powerful feature extractor for graph structure data. We regard each variable in MTS as a node in the graph and construct edges through the correlation between variables. Furthermore, GCN and deep learning back-ropagation technology are used to continuously learn the relationship between multiple variables. Combining the learned variables with the characteristics of the time dimensions, the comprehensive features can be fused to form effective representation for MTS clustering task. We carry out extensive experimental analysis on four open time series data sets and six benchmark algorithms, which shows the superiority of the proposed method.

Much of the world’s supply of data is in the form of time series. Furthermore, as we shall see, many types of data can be meaningfully converted into ”time series”, including text, DNA, video, images etc. The last decade has seen an explosion of interest in mining time series data from the academic community. There has been significant work on algorithms to classify, cluster, segment, index, discover rules, visualize, and detect anomalies/novelties in time series. In this talk I will summarize the latest advances in mining time series data, including: – New representations of time series data. – New algorithms/definitions. – The migration from static problems to online problems. – New areas and applications of time series data mining. I will end the talk with a discussion of “what’s left to do” in time series data mining.

Time series clustering via matrix profile and community detection

Much of the world’s supply of data is in the form of time series. Furthermore, as we shall see, many types of data can be meaningfully converted into ”time series”, including text, DNA, video, images etc. The last decade has seen an explosion of interest in mining time series data from the academic community. There has been significant work on algorithms to classify, cluster, segment, index, discover rules, visualize, and detect anomalies/novelties in time series.In this talk I will summarize the latest advances in mining time series data, including:– New representations of time series data.– New algorithms/definitions.– The migration from static problems to online problems.– New areas and applications of time series data mining.I will end the talk with a discussion of “what’s left to do” in time series data mining.KeywordsTime SeriesData MiningKnowledge DiscoveryTime Series DataAcademic CommunityThese keywords were added by machine and not by the authors. This process is experimental and the keywords may be updated as the learning algorithm improves.

In this paper, a multimode process monitoring strategy based on improved just‐in‐time‐learning associated with locality preserving projections (IJITL‐LPP) is proposed. First, raw data are projected into the feature space using locality preserving projections (LPP). Second, IJITL searches for similar samples of the query sample in the feature space by introducing a variational inference Gaussian mixture model (VIGMM). Finally, the new statistic named average distance is created to complete process monitoring. In the IJITL, the introduced VI can automatically determine the number of modes, thereby accelerating the efficiency of selecting similar samples. In the process monitoring phase, the average distance can reduce the impact of different mode dispersion on fault detection. In addition, LPP can render the model less sensitive to outliers. Compared with principal component analysis (PCA), LPP, K nearest neighbour rules, Gaussian mixture model (GMM), K‐means based‐PCA, and just‐in‐time‐learning (JITL)‐based LPP, the proposed method has better performance in a numerical case, the Tennessee Eastman process, and the semiconductor etching process.

The novel Time Series Data Mining (TSDM) framework is applied to analyzing financial time series. The TSDM framework adapts and innovates data mining concepts to analyzing time series data. In particular, it creates a set of methods that reveal hidden temporal patterns that are characteristic and predictive of time series events. This contrasts with other time series analysis techniques, which typically characterize and predict all observations. The TSDM framework and concepts are reviewed, and the applicable TSDM method is discussed. Finally, the TSDM method is applied to time series generated by a basket of financial securities. The results show that statistically significant temporal patterns that are both characteristic and predictive of events in financial time series can be identified.

Locality Preserving Projections (LPP) is a linear projective map that optimally preserves the neighborhood structure of the data set. Though LPP has been applied in many fields, it has limits to solve recognition problem. Thus, a new palmprint recognition method is proposed based on Kernel Locality Preserving Projections (KLPP). Different from LPP method, KLPP not only describes the nonlinear correlations between pixels, but also preserves the local structure of the palmprint image space. In this way, the unwanted variations resulting from in lighting may be eliminated or reduced. We compare our proposed approach with Principal Component Analysis (PCA), LPP and Kernel Principal Component Analysis (KPCA) methods on PolyU palmprint database. Experiment results demonstrate that KLPP achieves better recognition rate as the dimension of the palmprint subspace changes.

This paper proposes a new pattern classification scheme, combining global and local features. The proposed method uses principal component analysis (PCA) for global property and locality preserving projections (LPP) for local property of the pattern. PCA is known for preserving the most descriptive ones after projection while LPP is known for preserving the neighborhood structure of the data set. Our combing method integrates global and local descriptive information and finds a richer set of alternatives beyond PCA and LPP in a 2-D parametric space. In order to find the hybrid features adaptively and find optimal parameters, we employ the genetic algorithm (GA). Experiments are performed with UCI machine learning repository to show the performance of the proposed algorithm.

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of only a small number of states, or clusters. However, discovering these patterns is challenging because it requires simultaneous segmentation and clustering of the time series. Here we propose a new method of model-based clustering, which we call Toeplitz Inverse Covariance-based Clustering (TICC). Each cluster in the TICC method is defined by a correlation network, or Markov random field (MRF), characterizing the interdependencies between different observations in a typical subsequence of that cluster. Based on this graphical representation, TICC simultaneously segments and clusters the time series data. We solve the TICC problem through a scalable algorithm that is able to efficiently solve for tens of millions of observations. We validate our approach by comparing TICC to several state-of-the-art baselines in a series of synthetic experiments, and we then demonstrate on an automobile dataset how TICC can be used to learn interpretable clusters in real-world scenarios.

In the current electrical load profile analysis, considering the shortage of traditional methods on the typical load profile extraction of single consumers and the load profile feature extraction, this paper proposes an approach based on time series data mining. Firstly, this method reduces the dimension of the load profile of a single consumer based on the Piecewise Aggregate Approximation(PAA), and re-expresses the load profile of the consumer over a period based on the Symbolic Aggregate approXimation(SAX), representing the consumer’s load profile with a symbolic string to extract the typical load profile. Then, combined with the load characteristic indices and time series-based features, the typical load profiles of different consumers are clustered based on the K-means algorithm to analyze the power consumption behaviors. Finally, this paper performs a case analysis with a UCI test data set, and the results show that the proposed approach can excavate typical power consumption behaviors of consumers and improve the electrical load profile analysis efficiency and the clustering quality.

Enhanced locality preserving projections using robust path based similarity

In recent past, there is an increased interest in time series clustering research, particularly for finding useful similar trends in multivariate time series in various applied areas such as environmental research, finance, and crime. Clustering multivariate time series has potential for analyzing large volume of crime data at different time points as law enforcement agencies are interested in finding crime trends of various police administration units such as states, districts and police stations so that future occurrences of similar incidents can be overcome. Most of the traditional time series clustering algorithms deals with only univariate time series data and for clustering high dimensional data, it has to be transformed into single dimension using a dimension reduction technique. The conventional time series clustering techniques do not provide desired results for crime data set, since crime data is high dimensional and consists of various crime types with different weight age. In this paper, a novel approach based on dynamic time wrapping and parametric Minkowski model has been proposed to find similar crime trends among various crime sequences of different crime locations and subsequently use this information for future crime trends prediction. Analysis on Indian crime records show that the proposed technique generally outperforms the existing techniques in clustering of such multivariate time series data.