6 ms·

Don’t make this mistake when clustering time series data

• jerkstate 8y ago
  My intuition is that clustering subsequences of time series data should easily find diurnal/seasonal patterns - am I thinking about this wrong?
• jrauser 8y ago
  Keogh has produced a bunch of interesting work. Toward Parameter Free Data Mining is a gem: https://www.cs.ucr.edu/~eamonn/SIGKDD_2004_long.pdf https://www.cs.ucr.edu/~eamonn/SIGKDD_2004_long.pdf Of course SAX is also super interesting: https://www.cs.ucr.edu/~eamonn/SAX.pdf https://www.cs.ucr.edu/~eamonn/SAX.pdf
  • bmiller2 8y ago
    Not only is it great work, it's greatly named work. He's brought such gems to the community as "Experiencing SAX:..." and "Hot SAX", and "Group SAX".
    • eamonn 8y ago
      Many thanks for your kind words. I have to confess, it was Jessica Lin who came up with the name "SAX". But I did run with it ;-)
• vslira 8y ago
  Just to give some context, the paper referenced by the post[0] is a bit old. Eamonn Keogh is (to my knowledge) the current head of the research group that developed the Matrix Profile, which purports to be useful in clustering[1]. Actually on their main introduction to the MP[2] they use a chart to explain motif discovery and chains that is very similar to the one on section 6 of [0]. To be fair, I don’t remember any of the papers of the group explicitly discussing subsequence clustering, but one hopes they have advanced on that front. [0] https://www.cs.ucr.edu/~eamonn/meaningless.pdf https://www.cs.ucr.edu/~eamonn/meaningless.pdf [1] https://www.cs.ucr.edu/~eamonn/MatrixProfile.html https://www.cs.ucr.edu/~eamonn/MatrixProfile.html [2] https://www.cs.ucr.edu/~eamonn/Matrix_Profile_Tutorial_Part1.pdf https://www.cs.ucr.edu/~eamonn/Matrix_Profile_Tutorial_Part1...
• ken 8y ago
  That title seems awfully clickbaity to me. How about something with some meat on its bones, like "Sliding windows on time series subsequences yields meaningless clusters"?
  • allwynpfr 8y ago
    This is one of the reasons why I hate browsing other news/article aggregation websites and rather enjoy HN. The title should be a concise excerpt of the article it holds or better still tell me exactly what I stand to gain/learn if I read the article, not what I will loose!