FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
- URL: http://arxiv.org/abs/2505.07276v1
- Date: Mon, 12 May 2025 06:59:17 GMT
- Title: FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
- Authors: Ziling Ma, Ángel López-Oriona, Hernando Ombao, Ying Sun,
- Abstract summary: This work introduces a novel fuzzy clustering approach based on common principal component analysis.<n>We show that our proposed clustering method outperforms several existing approaches in the literature.<n>An interesting application involving brain signals from different drivers recorded from a simulated driving experiment illustrates the potential of the approach.
- Score: 11.138320457692288
- License: http://creativecommons.org/licenses/by-nc-nd/4.0/
- Abstract: Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption that clusters are sufficiently separated with little overlap. However, real-world data often defy this assumption, exhibiting overlapping distributions or overlapping clouds of points and blurred boundaries between clusters. Fuzzy clustering offers a compelling alternative by allowing partial membership in multiple clusters, making it well-suited for these ambiguous scenarios. Despite its advantages, current fuzzy clustering methods primarily focus on univariate time series, and for multivariate cases, even datasets of moderate dimensionality become computationally prohibitive. This challenge is further exacerbated when dealing with time series of varying lengths, leaving a clear gap in addressing the complexities of modern datasets. This work introduces a novel fuzzy clustering approach based on common principal component analysis to address the aforementioned shortcomings. Our method has the advantage of efficiently handling high-dimensional multivariate time series by reducing dimensionality while preserving critical temporal features. Extensive numerical results show that our proposed clustering method outperforms several existing approaches in the literature. An interesting application involving brain signals from different drivers recorded from a simulated driving experiment illustrates the potential of the approach.
Related papers
- Fuzzy Cluster-Aware Contrastive Clustering for Time Series [1.435214708535728]
Traditional unsupervised clustering methods often fail to capture the complex nature of time series data.<n>We propose a fuzzy cluster-aware contrastive clustering framework (FCACC) that jointly optimize representation learning and clustering.<n>Our approach introduces a novel three-view data augmentation strategy to enhance feature extraction by leveraging various characteristics of time series data.
arXiv Detail & Related papers (2025-03-28T07:59:23Z) - Anchor-based Multi-view Subspace Clustering with Hierarchical Feature Descent [46.86939432189035]
We propose Anchor-based Multi-view Subspace Clustering with Hierarchical Feature Descent.
Our proposed model consistently outperforms the state-of-the-art techniques.
arXiv Detail & Related papers (2023-10-11T03:29:13Z) - Contrastive Continual Multi-view Clustering with Filtered Structural
Fusion [57.193645780552565]
Multi-view clustering thrives in applications where views are collected in advance.
It overlooks scenarios where data views are collected sequentially, i.e., real-time data.
Some methods are proposed to handle it but are trapped in a stability-plasticity dilemma.
We propose Contrastive Continual Multi-view Clustering with Filtered Structural Fusion.
arXiv Detail & Related papers (2023-09-26T14:18:29Z) - Time Series Clustering With Random Convolutional Kernels [0.0]
Time series data, spanning applications ranging from climatology to finance to healthcare, presents significant challenges in data mining.
One open issue lies in time series clustering, which is crucial for processing large volumes of unlabeled time series data.
We introduce R-Clustering, a novel method that utilizes convolutional architectures with randomly selected parameters.
arXiv Detail & Related papers (2023-05-17T06:25:22Z) - Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models [61.10851158749843]
Key insights can be obtained by discovering lead-lag relationships inherent in the data.
We develop a clustering-driven methodology for robust detection of lead-lag relationships in lagged multi-factor models.
arXiv Detail & Related papers (2023-05-11T10:30:35Z) - Fuzzy clustering of ordinal time series based on two novel distances
with economic applications [0.12891210250935145]
Two novel distances between ordinal time series are introduced and used to construct fuzzy clustering procedures.
The resulting clustering algorithms are computationally efficient and able to group series generated from similar processes.
Two specific applications involving economic time series illustrate the usefulness of the proposed approaches.
arXiv Detail & Related papers (2023-04-24T16:39:22Z) - Unified Multi-View Orthonormal Non-Negative Graph Based Clustering
Framework [74.25493157757943]
We formulate a novel clustering model, which exploits the non-negative feature property and incorporates the multi-view information into a unified joint learning framework.
We also explore, for the first time, the multi-model non-negative graph-based approach to clustering data based on deep features.
arXiv Detail & Related papers (2022-11-03T08:18:27Z) - Adaptively-weighted Integral Space for Fast Multiview Clustering [54.177846260063966]
We propose an Adaptively-weighted Integral Space for Fast Multiview Clustering (AIMC) with nearly linear complexity.
Specifically, view generation models are designed to reconstruct the view observations from the latent integral space.
Experiments conducted on several realworld datasets confirm the superiority of the proposed AIMC method.
arXiv Detail & Related papers (2022-08-25T05:47:39Z) - Multi-scale Attention Flow for Probabilistic Time Series Forecasting [68.20798558048678]
We propose a novel non-autoregressive deep learning model, called Multi-scale Attention Normalizing Flow(MANF)
Our model avoids the influence of cumulative error and does not increase the time complexity.
Our model achieves state-of-the-art performance on many popular multivariate datasets.
arXiv Detail & Related papers (2022-05-16T07:53:42Z) - Cluster-and-Conquer: A Framework For Time-Series Forecasting [94.63501563413725]
We propose a three-stage framework for forecasting high-dimensional time-series data.
Our framework is highly general, allowing for any time-series forecasting and clustering method to be used in each step.
When instantiated with simple linear autoregressive models, we are able to achieve state-of-the-art results on several benchmark datasets.
arXiv Detail & Related papers (2021-10-26T20:41:19Z) - From Time Series to Euclidean Spaces: On Spatial Transformations for
Temporal Clustering [5.220940151628734]
We show that neither traditional clustering methods, time series specific or even deep learning-based alternatives generalise well when both varying sampling rates and high dimensionality are present in the input data.
We propose a novel approach to temporal clustering, in which we transform the input time series into a distance-based projected representation.
arXiv Detail & Related papers (2020-10-02T09:08:16Z)
This list is automatically generated from the titles and abstracts of the papers in this site.
This site does not guarantee the quality of this site (including all information) and is not responsible for any consequences.