无需额外提示,自动选择最优时间序列聚类算法。
CLUES-WEASEL: No additional clues required to choose your time series clustering algorithm

- 基于WEASEL 2.0无监督特征提取+PCA降维,再用k-means聚类。
- 在多个数据集上性能超越现有算法,速度比最先进方法快数倍。
- 架构通用,可适配其他时间序列特征提取方法,适合工业级应用。
时间序列数据在众多实际场景中广泛应用,自动化信息提取需求日益增长。时间序列聚类旨在无监督地识别时间序列间的相似模式。现有算法普遍存在性能与速度难以兼顾的问题。本文提出新算法CLUES-WEASEL(CLustering with the UnsupervisEd Second version of Word ExtrAction for time SEries cLassification),利用WEASEL 2.0的无监督变换步骤提取特征,通过主成分分析(PCA)降维后,使用k-means进行聚类。大量实验表明,CLUES-WEASEL显著优于所有现有时间序列聚类算法,且运行速度远超当前最先进方法。同时验证其架构可兼容其他特征提取算法。研究结果凸显了该方法在时间序列聚类中的实用性与潜力。
原文摘要 · Abstract (English)
Time series data is very common in many real-world applications and in numerous domains, with increasing interest for automated information extraction using machine learning. One of these subfields is time series clustering, which consists in identifying clusters among a set of time series in an unsupervised fashion. Most time series clustering algorithms suffer from the same balancing act: they trade clustering performance for faster runtimes or vice versa. We present a novel time series clustering algorithm that we call CLUES-WEASEL, which stands for CLustering with the UnsupervisEd Second version of Word ExtrAction for time SEries cLassification. CLUES-WEASEL extracts features using the unsupervised version of the transformation step of WEASEL 2.0, which is a time series classification algorithm, then reduces these features using principal component analysis, and finally performs clustering with the $k$-means algorithm using these reduced extracted features. Through extensive experiments, we prove that CLUES-WEASEL is significantly better than any other existing time series clustering algorithm while being (much) faster than any state-of-the-art one. We also show that the architecture of CLUES-WEASEL can work well with other time series feature extraction algorithms. Our findings highlight the relevance of CLUES-WEASEL for time series clustering.
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