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Improved clustering algorithm for multivariate time series with unequal length
HUO Weigang, CHENG Zhen, CHENG Wenli
Journal of Computer Applications
2017, 37 (12):
3477-3481.
DOI: 10.11772/j.issn.1001-9081.2017.12.3477
Aiming at the problem of slow speed of the existing model-based Multivariate Time Series (MTS) clustering algorithm when dealing with MTS wtih unequal length, an improved clustering algorithm named MUltivariate Time Series Clustering Algorithm based on Lift Ratio (LR) Component Extraction (MUTSCA〈LRCE〉) was proposed. Firstly, the equal frequency discretization method was used to symbolize MTS. Then, the LR vector was calculated to express the temporal pattern between the dimensions of time series of MTS samples. Each LR vector was sorted and a fixed number of different key components were extracted from both ends. All the extracted key components were spliced to form a model vector for representing the MTS samples. The MTS sample set with unequal length was transformed into a model vector set with equal length. Finally, the
k-means algorithm was used for the clustering analysis of generated model vector set with equal length. The experimental results on multiple common data sets show that, compared with the model-based MTS clustering algorithm named MUltivariate Time Series Clustering Algorithm〈LR〉(MUTSCA〈LR〉), the proposed algorithm can significantly improve the clustering speed of MTS data sets with unequal length under the premise of guaranteeing clustering effect.
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