Analysis of Multivariate Time Series Clustering
LI Fengb · Journal of Henan Normal University · 2012
In order to solve the problem of Multivariate Time Series clustering algorithm,an efficient clustering algorithm for Multivariate Time Series-PCA-CLUSTER is proposed.Based on Eros distance between residual MTS data and cluster representing elements,the original MTS data dimension is reduced.Subsequently,K-neighbor clustering analysis was carried out on the principal component series of MTS,and finally K MTS cluster are obtained.The experimental results show that Theoretical analysis and the algorithm is effective for solving the clustering problem.