Adaptive variable-length subsequence pattern extraction in time series
摘要
One challenge of time series data mining is discovering diverse patterns of unknown and varying lengths in time series. To that end, we propose a flexible subsequence clustering framework to determine the appropriate subsequence lengths and segmentation positions adaptively, thereby extracting subsequence patterns of different unknown lengths and representations. In our clustering framework, we propose a subsequence similarity metric to minimize subsequence intra-cluster error while tending to minimize subsequence segmentation numbers. In addition, we also incorporate prior knowledge into our model framework naturally for practical use. Finally, a novel algorithm is adopted to optimize our model. Compared with the SOTA methods, our method achieves an accuracy of 100% in synthetic dataset and 98.37% in real dataset, which largely outperforms other methods. Quantitative and qualitative comparisons in various datasets demonstrate the effectiveness of our method for unknown variable length subsequence clustering.