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Conference Papers Year : 2018

K-spectral centroid: extension and optimizations

K-spectral centroid : extension et optimisations

Abstract

In this work, we address the problem of unsupervised classification of large time series datasets. We focus on K-Spectral Centroid (KSC), a k-means-like model, devised for time series clustering. KSC relies on a custom dissimilarity measure between time series, which is invariant to time shifting and Y-scaling. KSC has two downsides: firstly its dissimilarity measure only makes sense for non negative time series. Secondly the KSC algorithm is relatively demanding in terms of computation time. In this paper, we present a natural extension of the KSC dissimilarity measure to time series of arbitrary signs. We show that this new measure is a metric distance. We propose to speed up this extended KSC (EKSC) thanks to four exact optimizations. Finally, we compare EKSC to a similar model, K-Shape, on real world datasets.
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Dates and versions

hal-01901251 , version 1 (19-11-2018)

Identifiers

  • HAL Id : hal-01901251 , version 1

Cite

Brieuc Conan-Guez, Alain Gély, Lydia Boudjeloud, Alexandre Blansché. K-spectral centroid: extension and optimizations. ESANN 2018 - 26th European Symposium on Artificial Neural Networks, Computational Intelligence and Machine Learning, Apr 2018, Bruges, Belgium. pp.603-608. ⟨hal-01901251⟩
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