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Main Author: Waltz, Nicholas
Format: Preprint
Published: 2024
Subjects:
Online Access:https://arxiv.org/abs/2403.14798
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author Waltz, Nicholas
author_facet Waltz, Nicholas
contents Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However, while there is a large literature on the consistency of various clustering algorithms for high-dimensional static clustering, the literature on multivariate time series clustering still largely relies on heuristics or restrictive assumptions. The aim of this paper is to prove a notion of consistency of DBSCAN for the task of clustering multivariate time series.
format Preprint
id arxiv_https___arxiv_org_abs_2403_14798
institution arXiv
publishDate 2024
record_format arxiv
spellingShingle Time Series Clustering Using DBSCAN
Waltz, Nicholas
Statistics Theory
Economic policy and research rely on the correct evaluation of the billions of high-frequency data points that we collect every day. Consistent clustering algorithms, like DBSCAN, allow us to make sense of the data in a useful way. However, while there is a large literature on the consistency of various clustering algorithms for high-dimensional static clustering, the literature on multivariate time series clustering still largely relies on heuristics or restrictive assumptions. The aim of this paper is to prove a notion of consistency of DBSCAN for the task of clustering multivariate time series.
title Time Series Clustering Using DBSCAN
topic Statistics Theory
url https://arxiv.org/abs/2403.14798