Time Series Clustering based on Aggregation and Selection of Extracted Features

In time series clustering, features are typically extracted from the time series data and used for clustering instead of directly clustering the data. However, using the same set of features for all data sets may not be effective. To overcome this limitation, this study proposes a five-step algorithm that extracts a complete set of features for each data set, including both direct and indirect features. The algorithm then selects essential features for clustering using a genetic algorithm and internal clustering criteria. The final clustering is performed using a hierarchical clustering algorithm and the selected features. Results from applying the algorithm to ۸۱ data sets indicate an average Rand index of ۷۲.۱۶%, with ۳۸ of the ۷۸ extracted features, on average, being selected for clustering. Statistical tests comparing this algorithm to four others in the literature confirm its effectiveness.

کلیدواژه ها:

time series ، Clustering ، Feature extraction ، Feature Selection ، data mining