FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis

Fuente: arXiv
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Autores principales: Ma, Ziling, López-Oriona, Ángel, Ombao, Hernando, Sun, Ying
Formato: Preprint
Publicado: 2025
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author Ma, Ziling
López-Oriona, Ángel
Ombao, Hernando
Sun, Ying
author_facet Ma, Ziling
López-Oriona, Ángel
Ombao, Hernando
Sun, Ying
contents Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption that clusters are sufficiently separated with little overlap. However, real-world data often defy this assumption, exhibiting overlapping distributions or overlapping clouds of points and blurred boundaries between clusters. Fuzzy clustering offers a compelling alternative by allowing partial membership in multiple clusters, making it well-suited for these ambiguous scenarios. Despite its advantages, current fuzzy clustering methods primarily focus on univariate time series, and for multivariate cases, even datasets of moderate dimensionality become computationally prohibitive. This challenge is further exacerbated when dealing with time series of varying lengths, leaving a clear gap in addressing the complexities of modern datasets. This work introduces a novel fuzzy clustering approach based on common principal component analysis to address the aforementioned shortcomings. Our method has the advantage of efficiently handling high-dimensional multivariate time series by reducing dimensionality while preserving critical temporal features. Extensive numerical results show that our proposed clustering method outperforms several existing approaches in the literature. An interesting application involving brain signals from different drivers recorded from a simulated driving experiment illustrates the potential of the approach.
format Preprint
id arxiv_https___arxiv_org_abs_2505_07276
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
Ma, Ziling
López-Oriona, Ángel
Ombao, Hernando
Sun, Ying
Methodology
Applications
Machine Learning
Clustering multivariate time series data is a crucial task in many domains, as it enables the identification of meaningful patterns and groups in time-evolving data. Traditional approaches, such as crisp clustering, rely on the assumption that clusters are sufficiently separated with little overlap. However, real-world data often defy this assumption, exhibiting overlapping distributions or overlapping clouds of points and blurred boundaries between clusters. Fuzzy clustering offers a compelling alternative by allowing partial membership in multiple clusters, making it well-suited for these ambiguous scenarios. Despite its advantages, current fuzzy clustering methods primarily focus on univariate time series, and for multivariate cases, even datasets of moderate dimensionality become computationally prohibitive. This challenge is further exacerbated when dealing with time series of varying lengths, leaving a clear gap in addressing the complexities of modern datasets. This work introduces a novel fuzzy clustering approach based on common principal component analysis to address the aforementioned shortcomings. Our method has the advantage of efficiently handling high-dimensional multivariate time series by reducing dimensionality while preserving critical temporal features. Extensive numerical results show that our proposed clustering method outperforms several existing approaches in the literature. An interesting application involving brain signals from different drivers recorded from a simulated driving experiment illustrates the potential of the approach.
title FCPCA: Fuzzy clustering of high-dimensional time series based on common principal component analysis
topic Methodology
Applications
Machine Learning
url https://arxiv.org/abs/2505.07276