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Related papers: Parsimonious Time Series Clustering

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Clustering is a NP-hard problem. Thus, no optimal algorithm exists, heuristics are applied to cluster the data. Heuristics can be very resource-intensive, if not applied properly. For substantially large data sets computational efficiencies…

Databases · Computer Science 2020-03-11 Mujahid Sultan

This paper investigates the application of Time Series K-means (TS-K-means) within the context of causal inference and mechanism clustering of financial time series data. Traditional clustering approaches like K-means often rely on static…

Statistical Finance · Quantitative Finance 2025-06-12 Minheng Xiao

In many clustering scenes, data samples' attribute values change over time. For such data, we are often interested in obtaining a partition for each time step and tracking the dynamic change of partitions. Normally, a smooth change is…

Neural and Evolutionary Computing · Computer Science 2024-10-28 Qi Zhao , Bai Yan , Yuhui Shi

We study a clustering problem where the goal is to maximize the coverage of the input points by $k$ chosen centers. Specifically, given a set of $n$ points $P \subseteq \mathbb{R}^d$, the goal is to pick $k$ centers $C \subseteq…

Computational Geometry · Computer Science 2020-04-14 Arturs Backurs , Sariel Har-Peled

$k$-means clustering is a well-studied problem due to its wide applicability. Unfortunately, there exist strong theoretical limits on the performance of any algorithm for the $k$-means problem on worst-case inputs. To overcome this barrier,…

Machine Learning · Computer Science 2022-03-22 Jon C. Ergun , Zhili Feng , Sandeep Silwal , David P. Woodruff , Samson Zhou

k-means has recently been recognized as one of the best algorithms for clustering unsupervised data. Since k-means depends mainly on distance calculation between all data points and the centers, the time cost will be high when the size of…

Data Structures and Algorithms · Computer Science 2011-08-08 Raied Salman , Vojislav Kecman , Qi Li , Robert Strack , Erik Test

The $k$-means algorithm is arguably the most popular nonparametric clustering method but cannot generally be applied to datasets with incomplete records. The usual practice then is to either impute missing values under an assumed…

Machine Learning · Statistics 2018-09-11 Andrew Lithio , Ranjan Maitra

Clustering is one of the most fundamental tools in the artificial intelligence area, particularly in the pattern recognition and learning theory. In this paper, we propose a simple, but novel approach for variance-based k-clustering tasks,…

Machine Learning · Computer Science 2020-09-17 Yicheng Xu , Vincent Chau , Chenchen Wu , Yong Zhang , Vassilis Zissimopoulos , Yifei Zou

In complex systems, events occur at irregular intervals that inherently encode the underlying dynamics of the system. Analyzing the temporal clustering of these events reveals critical insights into the non-random patterns and the temporal…

Data Analysis, Statistics and Probability · Physics 2026-03-20 Ambedkar Sanket Sukdeo , K. Shri Vignesh , Sachin S. Gunthe , T Narayan Rao , Amit Kumar Patra , R. I. Sujith

Understanding treatment effect heterogeneity is vital for scientific and policy research. However, identifying and evaluating heterogeneous treatment effects pose significant challenges due to the typically unknown subgroup structure.…

Methodology · Statistics 2024-11-05 Kwangho Kim , Jisu Kim , Larry A. Wasserman , Edward H. Kennedy

This paper presents a comprehensive comparative analysis of prominent clustering algorithms K-means, DBSCAN, and Spectral Clustering on high-dimensional datasets. We introduce a novel evaluation framework that assesses clustering…

Machine Learning · Computer Science 2025-07-31 Vishnu Vardhan Baligodugula , Fathi Amsaad

Time series clustering is the act of grouping time series data without recourse to a label. Algorithms that cluster time series can be classified into two groups: those that employ a time series specific distance measure; and those that…

Machine Learning · Computer Science 2024-10-18 Chris Holder , Matthew Middlehurst , Anthony Bagnall

We propose a three-stage framework for forecasting high-dimensional time-series data. Our method first estimates parameters for each univariate time series. Next, we use these parameters to cluster the time series. These clusters can be…

Machine Learning · Computer Science 2021-10-28 Reese Pathak , Rajat Sen , Nikhil Rao , N. Benjamin Erichson , Michael I. Jordan , Inderjit S. Dhillon

Time series clustering is the process of grouping time series with respect to their similarity or characteristics. Previous approaches usually combine a specific distance measure for time series and a standard clustering method. However,…

This paper introduces a novel model-based clustering approach for clustering time series which present changes in regime. It consists of a mixture of polynomial regressions governed by hidden Markov chains. The underlying hidden process for…

Machine Learning · Statistics 2013-12-30 Faicel Chamroukhi , Allou Samé , Patrice Aknin , Gérard Govaert

In addition to finding meaningful clusters, centroid-based clustering algorithms such as K-means or mean-shift should ideally find centroids that are valid patterns in the input space, representative of data in their cluster. This is…

Machine Learning · Computer Science 2014-06-17 Weiran Wang , Miguel Á. Carreira-Perpiñán

Coresets are compact representations of data sets such that models trained on a coreset are provably competitive with models trained on the full data set. As such, they have been successfully used to scale up clustering models to massive…

Machine Learning · Statistics 2018-06-08 Olivier Bachem , Mario Lucic , Andreas Krause

Time series forecasting has gained lots of attention recently; this is because many real-world phenomena can be modeled as time series. The massive volume of data and recent advancements in the processing power of the computers enable…

Machine Learning · Computer Science 2021-04-01 Manie Tadayon , Yumi Iwashita

The paper presents a novel approach for unsupervised techniques in the field of clustering. A new method is proposed to enhance existing literature models using the proper Bayesian bootstrap to improve results in terms of robustness and…

Machine Learning · Statistics 2024-09-16 Federico Maria Quetti , Silvia Figini , Elena ballante

Standard Gaussian Process (GP) regression, a powerful machine learning tool, is computationally expensive when it is applied to large datasets, and potentially inaccurate when data points are sparsely distributed in a high-dimensional…

Machine Learning · Computer Science 2016-03-08 Z. Zhang , K. Duraisamy , N. A. Gumerov