2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

2021 IEEE International Conference on Acoustics, Speech and Signal Processing

6-11 June 2021 • Toronto, Ontario, Canada

Extracting Knowledge from Information

Technical Program

Paper Detail

Paper IDSPTM-24.4
Paper Title AUTOMATIC REGISTRATION AND CLUSTERING OF TIME SERIES
Authors Michael Weylandt, George Michailidis, University of Florida, United States
SessionSPTM-24: Sparsity-aware Processing
LocationGather.Town
Session Time:Friday, 11 June, 14:00 - 14:45
Presentation Time:Friday, 11 June, 14:00 - 14:45
Presentation Poster
Topic Signal Processing Theory and Methods: [SMDSP-SAP] Sparsity-aware Processing
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Virtual Presentation  Click here to watch in the Virtual Conference
Abstract Clustering of time series data exhibits a number of challenges not present in other settings, notably the problem of registration (alignment) of observed signals. Typical approaches include pre-registration to a user-specified template or time warping approaches which attempt to optimally align series with a minimum of distortion. For many signals obtained from recording or sensing devices, these methods may be unsuitable as a template signal is not available for pre-registration, while the distortion of warping approaches may obscure meaningful temporal information. We propose a new method for automatic time series alignment within a clustering problem. Our approach, Temporal Registration using Optimal Unitary Transformations (TROUT), is based on a novel dissimilarity measure between time series that is easy to compute and automatically identifies optimal alignment between pairs of time series. By embedding our new measure in a optimization formulation, we retain well-known advantages of computational and statistical performance. We provide an efficient algorithm for TROUT-based clustering and demonstrate its superior performance over a range of competitors.