Time series subsequence clustering based on wavelet filters
Zhang Jianpei · Computer Engineering and Applications Journal · 2007
A new subsequence cluster algorithm is proposed to solve the trivial similarity and horizontal stretching problem.It smoothes time series through a'trous-smooth-filters,and generates trivial clusters from the obtained scale sequences,then clusters on the representative subsequences of scale sequences.The new algorithm solves the problem of trivial similarity,and it can find similar subsequences with difference length,so it can solve the problem of horizontal stretching.The experiment shows that the new algorithm is effective for subsequence clustering.