Abstract
Big Data and the IoT explosion has made clustering multivariate Time Series (TS) one of the most effervescent research fields. From Bio-informatics to Business and Management, multivariate TS are becoming more and more interesting as they allow to match events the co-occur in time but that is hardly noticeable. This study represents a step forward in our research. We firstly made use of Recurrent Neural Networks and transfer learning to analyze each example, measuring similarities between variables. All the results are finally aggregated to create an adjacency matrix that allows extracting the groups. In this second approach, splines are introduced to smooth the TS before modeling; also, this step avoid to learn from data with high variation or with noise. In the experiments, the two solutions are compared suing the same proof-of-concept experimentation.
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Acknowledgment
This research has been funded by the Spanish Ministry of Science and Innovation, under project MINECO-TIN2017-84804-R, and by the Grant FC-GRUPIN-IDI/2018/000226 from the Asturias Regional Government.
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Vázquez, I., Villar, J.R., Sedano, J., Simić, S., de la Cal, E. (2019). A Proof of Concept in Multivariate Time Series Clustering Using Recurrent Neural Networks and SP-Lines. In: Pérez García, H., Sánchez González, L., Castejón Limas, M., Quintián Pardo, H., Corchado Rodríguez, E. (eds) Hybrid Artificial Intelligent Systems. HAIS 2019. Lecture Notes in Computer Science(), vol 11734. Springer, Cham. https://doi.org/10.1007/978-3-030-29859-3_30
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