English
Related papers

Related papers: Time-Series K-means in Causal Inference and Mechan…

200 papers

There is a long history of research into time series clustering using distance-based partitional clustering. Many of the most popular algorithms adapt k-means (also known as Lloyd's algorithm) to exploit time dependencies in the data by…

Machine Learning · Computer Science 2024-10-21 Christopher Holder , Anthony Bagnall , Jason Lines

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

Recent work has proposed Wasserstein k-means (Wk-means) clustering as a powerful method to classify regimes in time series data, and one-dimensional asset returns in particular. In this paper, we begin by studying in detail the behaviour of…

Computational Finance · Quantitative Finance 2026-05-26 Qinmeng Luan , James Hamp

Starting from a dataset with input/output time series generated by multiple deterministic linear dynamical systems, this paper tackles the problem of automatically clustering these time series. We propose an extension to the so-called…

Systems and Control · Computer Science 2018-03-09 Oliver Lauwers , Bart De Moor

Time-series clustering serves as a powerful data mining technique for time-series data in the absence of prior knowledge about clusters. A large amount of time-series data with large size has been acquired and used in various research…

Signal Processing · Electrical Eng. & Systems 2024-05-21 Tomoki Inoue , Koyo Kubota , Tsubasa Ikami , Yasuhiro Egami , Hiroki Nagai , Takahiro Kashikawa , Koichi Kimura , Yu Matsuda

The paper is focused on the forecasting method for time series groups with the use of algorithms for cluster analysis. $K$-means algorithm is suggested to be a basic one for clustering. The coordinates of the centers of clusters have been…

Machine Learning · Computer Science 2015-09-17 N. N. Astakhova , L. A. Demidova , E. V. Nikulchev

Clustering is a separation of data into groups of similar objects. Every group called cluster consists of objects that are similar to one another and dissimilar to objects of other groups. In this paper, the K-Means algorithm is implemented…

Machine Learning · Computer Science 2013-04-03 P. Ashok , G. M Kadhar Nawaz , E. Elayaraja , V. Vadivel

K-Means clustering algorithm is one of the most commonly used clustering algorithms because of its simplicity and efficiency. K-Means clustering algorithm based on Euclidean distance only pays attention to the linear distance between…

Machine Learning · Computer Science 2022-06-13 Yiqun Zhang , Houbiao Li

In this paper, a novel method to perform model-based clustering of time series is proposed. The procedure relies on two iterative steps: (i) K global forecasting models are fitted via pooling by considering the series pertaining to each…

Machine Learning · Statistics 2023-05-02 Ángel López Oriona , Pablo Montero Manso , José Antonio Vilar Fernández

Clustering algorithms have long been the topic of research, representing the more popular side of unsupervised learning. Since clustering analysis is one of the best ways to find some clarity and structure within raw data, this paper…

Machine Learning · Computer Science 2025-11-25 Naitik Gada

The elasticity of the DTW metric provides a more flexible comparison between time series and is used in numerous machine learning domains such as classification or clustering. However, it does not align the measurements at the beginning and…

Data Structures and Algorithms · Computer Science 2024-02-13 Lucas Foulon , Ilyes Korichi , Xavier Millot

Measuring distance or similarity between time-series data is a fundamental aspect of many applications including classification, clustering, and ensembling/alignment. Existing measures may fail to capture similarities among local trends…

Machine Learning · Computer Science 2024-12-20 Ajitesh Srivastava

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

K-means plays a vital role in data mining and is the simplest and most widely used algorithm under the Euclidean Minimum Sum-of-Squares Clustering (MSSC) model. However, its performance drastically drops when applied to vast amounts of…

Machine Learning · Computer Science 2023-11-27 Rustam Mussabayev , Nenad Mladenovic , Bassem Jarboui , Ravil Mussabayev

Clustering of urban traffic patterns is an essential task in many different areas of traffic management and planning. In this paper, two significant applications in the clustering of urban traffic patterns are described. The first…

Despite the widespread use of k-means time series clustering in various domains, there exists a gap in the literature regarding its comprehensive evaluation with different time series normalization approaches. This paper seeks to fill this…

Machine Learning · Computer Science 2024-01-30 Ming-Chang Lee , Jia-Chun Lin , Volker Stolz

The problem of rapid and automated detection of distinct market regimes is a topic of great interest to financial mathematicians and practitioners alike. In this paper, we outline an unsupervised learning algorithm for clustering financial…

Computational Finance · Quantitative Finance 2021-10-25 Blanka Horvath , Zacharia Issa , Aitor Muguruza

We present an approach to clustering time series data using a model-based generalization of the K-Means algorithm which we call K-Models. We prove the convergence of this general algorithm and relate it to the hard-EM algorithm for mixture…

Methodology · Statistics 2022-07-04 Derek O. Hoare , David S. Matteson , Martin T. Wells

The widespread adoption of smart meters for monitoring energy consumption has generated vast quantities of high-resolution time series data which remains underutilised. While clustering has emerged as a fundamental tool for mining smart…

Organizing data into semantically more meaningful is one of the fundamental modes of understanding and learning. Cluster analysis is a formal study of methods for understanding and algorithm for learning. K-mean clustering algorithm is one…

Machine Learning · Computer Science 2013-01-03 Doreswamy , K. S. Hemanth
‹ Prev 1 2 3 10 Next ›