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Clustering Algorithm for Time Series with Similar Shapes

  • Ahn, Jungyu (Dept. of Computer Engineering, Inha University) ;
  • Lee, Ju-Hong (Dept. of Computer Engineering, Inha University)
  • 투고 : 2017.09.25
  • 심사 : 2018.01.23
  • 발행 : 2018.07.31

초록

Since time series clustering is performed without prior information, it is used for exploratory data analysis. In particular, clusters of time series with similar shapes can be used in various fields, such as business, medicine, finance, and communications. However, existing time series clustering algorithms have a problem in that time series with different shapes are included in the clusters. The reason for such a problem is that the existing algorithms do not consider the limitations on the size of the generated clusters, and use a dimension reduction method in which the information loss is large. In this paper, we propose a method to alleviate the disadvantages of existing methods and to find a better quality of cluster containing similarly shaped time series. In the data preprocessing step, we normalize the time series using z-transformation. Then, we use piecewise aggregate approximation (PAA) to reduce the dimension of the time series. In the clustering step, we use density-based spatial clustering of applications with noise (DBSCAN) to create a precluster. We then use a modified K-means algorithm to refine the preclusters containing differently shaped time series into subclusters containing only similarly shaped time series. In our experiments, our method showed better results than the existing method.

키워드

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