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 | ||
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. |