| Paper ID | SPTM-24.4 |
| Paper Title |
AUTOMATIC REGISTRATION AND CLUSTERING OF TIME SERIES |
| Authors |
Michael Weylandt, George Michailidis, University of Florida, United States |
| Session | SPTM-24: Sparsity-aware Processing |
| Location | Gather.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 |
| IEEE Xplore Open Preview |
Click here to view in IEEE Xplore |
| 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. |
