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The data mining technique of time series clustering is well established in many fields. However, as an unsupervised learning method, it requires making choices that are nontrivially influenced by the nature of the data involved. The aim of…

Econometrics · Economics 2018-07-19 Iwo Augustyński , Paweł Laskoś-Grabowski

Complex systems are usually represented as an intricate set of relations between their components forming a complex graph or network. The understanding of their functioning and emergent properties are strongly related to their structural…

Data Analysis, Statistics and Probability · Physics 2014-01-08 Sergio Gomez , Alberto Fernandez , Clara Granell , Alex Arenas

Clustering is an unsupervised learning technique that is useful when working with a large volume of unlabeled data. Complex dynamical systems in real life often entail data streaming from a large number of sources. Although it is desirable…

Machine Learning · Computer Science 2021-05-20 Sin Yong Tan , Homagni Saha , Margarite Jacoby , Gregor P. Henze , Soumik Sarkar

In order to improve the efficiency and sustainability of electricity systems, most countries worldwide are deploying advanced metering infrastructures, and in particular household smart meters, in the residential sector. This technology is…

Applications · Statistics 2021-10-07 Andrés M. Alonso , F. Javier Nogales , Carlos Ruiz

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,…

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

We propose a new method for clustering multivariate time-series data based on Dynamic Linear Models. Whereas usual time-series clustering methods obtain static membership parameters, our proposal allows each time-series to dynamically…

Applications · Statistics 2020-02-06 Victhor S. Sartório , Thaís C. O. Fonseca

We present a new way to summarize and select mixture models via the hierarchical clustering tree (dendrogram) constructed from an overfitted latent mixing measure. Our proposed method bridges agglomerative hierarchical clustering and…

Methodology · Statistics 2024-03-11 Dat Do , Linh Do , Scott A. McKinley , Jonathan Terhorst , XuanLong Nguyen

Investigations have been performed into using clustering methods in data mining time-series data from smart meters. The problem is to identify patterns and trends in energy usage profiles of commercial and industrial customers over 24-hour…

Machine Learning · Statistics 2016-03-25 Alexander Lavin , Diego Klabjan

We present a technique for clustering categorical data by generating many dissimilarity matrices and averaging over them. We begin by demonstrating our technique on low dimensional categorical data and comparing it to several other…

Machine Learning · Statistics 2017-09-20 Saeid Amiri , Bertrand Clarke , Jennifer Clarke

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…

Artificial Intelligence · Computer Science 2025-11-12 Jinbo Li , Hesam Izakian , Witold Pedrycz , Iqbal Jamal

We present a novel hierarchical graph clustering algorithm inspired by modularity-based clustering techniques. The algorithm is agglomerative and based on a simple distance between clusters induced by the probability of sampling node pairs.…

Social and Information Networks · Computer Science 2018-06-25 Thomas Bonald , Bertrand Charpentier , Alexis Galland , Alexandre Hollocou

A clustering algorithm based on the Hausdorff distance is introduced and compared to the single and complete linkage. The three clustering procedures are applied to a toy example and to the time series of financial data. The dendrograms are…

Statistical Finance · Quantitative Finance 2010-01-30 N. Basalto , R. Bellotti , F. De Carlo , P. Facchi , E. Pantaleo , S. Pascazio

In this paper, we consider the task of clustering a set of individual time series while modeling each cluster, that is, model-based time series clustering. The task requires a parametric model with sufficient flexibility to describe the…

Machine Learning · Computer Science 2023-02-23 Ryohei Umatani , Takashi Imai , Kaoru Kawamoto , Shutaro Kunimasa

We present a novel probabilistic clustering model for objects that are represented via pairwise distances and observed at different time points. The proposed method utilizes the information given by adjacent time points to find the…

Machine Learning · Computer Science 2015-04-16 Julia E. Vogt , Marius Kloft , Stefan Stark , Sudhir S. Raman , Sandhya Prabhakaran , Volker Roth , Gunnar Rätsch

Time series clustering is an unsupervised learning method for classifying time series data into groups with similar behavior. It is used in applications such as healthcare, finance, economics, energy, and climate science. Several time…

Machine Learning · Statistics 2025-05-08 Chutiphan Charoensuk , Nathakhun Wiroonsri

In machine learning and data mining, Cluster analysis is one of the most widely used unsupervised learning technique. Philosophy of this algorithm is to find similar data items and group them together based on any distance function in…

Machine Learning · Statistics 2018-10-09 Kumarjit Pathak , Jitin Kapila

This note outlines a method for clustering time series based on a statistical model in which volatility shifts at unobserved change-points. The model accommodates some classical stylized features of returns and its relation to GARCH is…

Methodology · Statistics 2019-06-26 Nick Whiteley

In this paper, we propose a technique for time series clustering using community detection in complex networks. Firstly, we present a method to transform a set of time series into a network using different distance functions, where each…

Machine Learning · Statistics 2015-08-20 Leonardo N. Ferreira , Liang Zhao

The paper tackles the problem of clustering multiple networks, directed or not, that do not share the same set of vertices, into groups of networks with similar topology. A statistical model-based approach based on a finite mixture of…

Statistics Theory · Mathematics 2023-11-07 Tabea Rebafka
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