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| Presentation | 2012-03-12 16:55 Heterogeneous Time Series Clustering based on Infinite-Length Model Distance Shunsuke Hirose, Katsuyuki Izumi (SAS)  IBISML2011-97 |
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| Abstract | (in Japanese) | (See Japanese page) |
| (in English) | This paper addresses the issue of heterogeneous time series clustering, which means clustering of time series having various phases and various length. Time series clustering is a data analysis method, which is basic and has wide variety of applications. Comparing with the other clustering tasks, we usually face a problem of a distance function, in the case of time series clustering. This is because it is not trivial how to compare time series having different length and different phases. If we employ an inappropriate distance, meaningless results are derived. Especially, it is well known as “sine wave problem” that time series clustering without taking into account phase difference usually derives meaningless cluster centers, which have no information of the observed time series. We propose a method for heterogeneous time series clustering. The key idea of the method is that we do not employ distance between observed time series but employ distance between models learned from observed time series (namely we employ KL distance). The reasons for this employment are as follows: (1) We can directly compare time series of different length by employing the same integral ranges in the calculation of KL distance between two models, and (2) we can align the phases by giving the same intial conditions ( boundary conditions or the lower edges of the integral ranges) to two time series. Therefore we can conduct clustering of time series having various length and various phases by empoying the proposed method. |
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| Keyword | (in Japanese) | (See Japanese page) |
| (in English) | heterogeneous time series clustering / infinite-length model distance / Szego theorem / / / / / | |
| Reference Info. | IEICE Tech. Rep., vol. 111, no. 480, IBISML2011-97, pp. 69-76, March 2012. | |
| Paper # | IBISML2011-97 | |
| Date of Issue | 2012-03-05 (IBISML) | |
| ISSN | Print edition: ISSN 0913-5685 Online edition: ISSN 2432-6380 | |
| Copyright and reproduction |
All rights are reserved and no part of this publication may be reproduced or transmitted in any form or by any means, electronic or mechanical, including photocopy, recording, or any information storage and retrieval system, without permission in writing from the publisher. Notwithstanding, instructors are permitted to photocopy isolated articles for noncommercial classroom use without fee. (License No.: 10GA0019/12GB0052/13GB0056/17GB0034/18GB0034) | |
| Download PDF | IBISML2011-97 |
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| Conference Information | |
| Committee | IBISML |
| Conference Date | 2012-03-12 - 2012-03-13 |
| Place (in Japanese) | (See Japanese page) |
| Place (in English) | The Institute of Statistical Mathematics |
| Topics (in Japanese) | (See Japanese page) |
| Topics (in English) | Mathematical Statistics, Databases, etc. |
| Paper Information | |
| Registration To | IBISML |
| Conference Code | 2012-03-IBISML |
| Language | Japanese |
| Title (in Japanese) | (See Japanese page) |
| Sub Title (in Japanese) | (See Japanese page) |
| Title (in English) | Heterogeneous Time Series Clustering based on Infinite-Length Model Distance |
| Sub Title (in English) | |
| Keyword(1) | heterogeneous time series clustering |
| Keyword(2) | infinite-length model distance |
| Keyword(3) | Szego theorem |
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| 1st Author's Name | Shunsuke Hirose |
| 1st Author's Affiliation | SAS Institute Japan (SAS) |
| 2nd Author's Name | Katsuyuki Izumi |
| 2nd Author's Affiliation | SAS Institute Japan (SAS) |
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| Speaker | Author-1 |
| Date Time | 2012-03-12 16:55:00 |
| Presentation Time | 25 minutes |
| Registration for | IBISML |
| Paper # | IBISML2011-97 |
| Volume (vol) | vol.111 |
| Number (no) | no.480 |
| Page | pp.69-76 |
| #Pages | 8 |
| Date of Issue | 2012-03-05 (IBISML) |
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