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Wavelet-based Fuzzy Clustering of Time Series

Wavelet-based Fuzzy Clustering of Time Series Traditional procedures for clustering time series are based mostly on crisp hierarchical or partitioning methods. Given that the dynamics of a time series may change over time, a time series might display patterns that may enable it to belong to one cluster over one period while over another period, its pattern may be more consistent with those in another cluster. The traditional clustering procedures are unable to identify the changing patterns over time. However, clustering based on fuzzy logic will be able to detect the switching patterns from one time period to another thus enabling some time series to simultaneously belong to more than one cluster. In particular, this paper proposes a fuzzy approach to the clustering of time series based on their variances through wavelet decomposition. We will show that this approach will distinguish between time series with different patterns in variability as well identifying time series with switching patterns in variability. http://www.deepdyve.com/assets/images/DeepDyve-Logo-lg.png Journal of Classification Springer Journals

Wavelet-based Fuzzy Clustering of Time Series

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References (42)

Publisher
Springer Journals
Copyright
Copyright © 2010 by Springer Science+Business Media, LLC
Subject
Statistics; Marketing ; Psychometrics; Signal, Image and Speech Processing; Bioinformatics; Pattern Recognition; Statistical Theory and Methods
ISSN
0176-4268
eISSN
1432-1343
DOI
10.1007/s00357-010-9058-4
Publisher site
See Article on Publisher Site

Abstract

Traditional procedures for clustering time series are based mostly on crisp hierarchical or partitioning methods. Given that the dynamics of a time series may change over time, a time series might display patterns that may enable it to belong to one cluster over one period while over another period, its pattern may be more consistent with those in another cluster. The traditional clustering procedures are unable to identify the changing patterns over time. However, clustering based on fuzzy logic will be able to detect the switching patterns from one time period to another thus enabling some time series to simultaneously belong to more than one cluster. In particular, this paper proposes a fuzzy approach to the clustering of time series based on their variances through wavelet decomposition. We will show that this approach will distinguish between time series with different patterns in variability as well identifying time series with switching patterns in variability.

Journal

Journal of ClassificationSpringer Journals

Published: Sep 2, 2010

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