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Improved Time-Series Clustering with UMAP dimension reduction method

Abstract : Clustering is an unsupervised machine learning method giving insights on data without early knowledge. Classes of data are return by assembling similar elements together. Giving the increasing of the available data, this method is now applied in a lot of fields with various data types. Here, we propose to explore the case of time series clustering. Indeed, time series are one of the most classic data type, and are present in various fields such as medical or finance. This kind of data can be pre-processed by of dimension reduction methods, such as the recent UMAP algorithm. In this paper, a benchmark of time series clustering is created, comparing the results with and without UMAP as a pre-processing step. UMAP is used to enhance clustering results. For completeness, three different clustering algorithms and two different geometric representation for the time series (Classic Euclidean geometry, and Riemannian geometry on the Stiefel Manifold) are applied. The results are compared with and without UMAP as a pre-processing step on the databases available at UCR Time Series Classification Archive www.cs.ucr.edu/ ∼ eamonn/time series data/.
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https://hal.archives-ouvertes.fr/hal-03188503
Contributor : Vincent Cheutet Connect in order to contact the contributor
Submitted on : Friday, April 2, 2021 - 10:11:29 AM
Last modification on : Saturday, September 24, 2022 - 2:28:05 PM
Long-term archiving on: : Saturday, July 3, 2021 - 6:17:04 PM

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  • HAL Id : hal-03188503, version 1

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Clément Pealat, Guillaume Bouleux, Vincent Cheutet. Improved Time-Series Clustering with UMAP dimension reduction method. ICPR 2020 - 25th Internation conference in Pattern Recognition, Jan 2021, Milano (virtual), Italy. ⟨hal-03188503⟩

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