WMCA: a weighted matrix coverage based approach to cluster multivariate time series

  • Authors:
  • Zhuo Fei-Bao;Huang Tian-Qiang;Guo Gong-De

  • Affiliations:
  • School of Mathematics and Computer Science, Fujian Normal University, China;School of Mathematics and Computer Science, Fujian Normal University, China;School of Mathematics and Computer Science, Fujian Normal University, China

  • Venue:
  • ICNC'09 Proceedings of the 5th international conference on Natural computation
  • Year:
  • 2009

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Abstract

The variables of multivariate time series (MTS) can be numeric or categorical attribute, but many researches payed attention to numeric attribute. This paper focuses on MTS with mixed attributes. A novel approach of weighted matrix coverage is proposed to judge the neighborhood between MTS based on Singular Value Decomposition (SVD) and a notion about the number of common neighbors (NCN) is introduced to measure the similarities. In turn, a modified hierarchical clustering algorithm is put forward. The experimental results show that our algorithm performs better than the standard hierarchical clustering algorithm based on Dynamic Time Wrapping (DTW) distance metric.