精读论文《Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data 》David Hallac, Sagar Vare, Stephen Boyd, Jure Leskovec 【摘要】本文处理了一类问题,即多变量时间序列的子序列聚类或发现时间数据中的重复模式。本文提出了一种新的基于模型的聚类方法Toeplitz逆协方差聚类(TICC)。 (所谓多...
te time-series data Clustering multivariate time-series dataClustering multivariate time-series dataclusteringsimilarity factorfault diagnosisprocess monitoringA new methodology for clustering multivariate time-series data is proposed. The methodology is based on calculation of the degree of similarity between ...
Multivariate time series data come as a collection of time series describing different aspects of a certain temporal phenomenon. Anomaly detection in this type of data constitutes a challenging problem yet with numerous applications in science and engineering because anomaly scores come from the ...
本次精读的是数据挖掘顶会SIGKDD 2017年的文章《Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data》,该文荣获 KDD 2017年Research Track的Best Paper亚军。该文的论文,介绍视频,代码以及PPT地址链接依次如下所示: https://dl.acm.org/doi/abs/10.1145/3097983.3098060dl.acm.org/d...
Traditional clustering methods are not particularly well-suited to discover interpretable structure in the data. This is because they typically rely on distance-based metrics distance-based metrics, DTW. 距离式的算法,在处理multivariate time series上有劣势,看不到细微的数据结构相似性。
These time-axis-sorted data are collectively referred to as time series data [1]. These data can be divided into two categories according to the types of variables: univariate time series (UTS) and multivariate time series (MTS). In the field of time series data mining, the areas on ...
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. For example, raw ...
In addition, we further put forward the synthetical correlation matrix to better reflect the relationship between multivariate time series data. Again the affinity propagation algorithm is applied to clustering the synthetical correlation matrix, which realizes the clustering analysis of the original ...
multivariatetimeseries.Theproposedmethodbasedon univariatetimeseriesstructureandstatisticalmetricspro- videsanovel,yetsimpleandflexiblewaytoclustermulti- variatetimeseriesdataefficientlywithpromisingaccuracy. Thesuccessofourmethodonthecasestudysuggeststhat ...
【时序分割】Neurocomputing:Multivariate time series clustering based on common principal component analysi,程序员大本营,技术文章内容聚合第一站。