Interpretable Clustering of Multivariate Time Series with Time2Feat

Author:

Bonifati Angela1,Buono Francesco Del2,Guerra Francesco2,Lombardi Miki3,Tiano Donato2

Affiliation:

1. Lyon 1 University, Liris CNRS, Lyon, France

2. University of Modena and Reggio Emilia, Modena, Italy

3. Adobe, Paris, France

Abstract

This paper showcases Time2Feat, an end-to-end machine learning system for Multivariate Time Series (MTS) clustering. The system relies on interpretable inter-signal and intra-signal features extracted from the time series. Then, a dimensionality reduction technique is applied to select a subset of features that retain most of the information, thus enhancing the interpretability of the results. In addition, the system enables domain specialists to semi-supervise the process by submitting a small collection of MTS with a target cluster. This process further improves both accuracy and interpretability, by reducing the number of features used by the clustering process. The demonstration shows the application of Time2Feat to various MTS datasets, by creating clusters from MTS datasets of interest, experimenting with different settings and using the approach capabilities to interpret the clusters generated.

Publisher

Association for Computing Machinery (ACM)

Subject

General Earth and Planetary Sciences,Water Science and Technology,Geography, Planning and Development

Reference10 articles.

1. Anthony J. Bagnall , Hoang Anh Dau , Jason Lines, Michael Flynn, James Large, Aaron Bostrom, Paul Southam, and Eamonn J. Keogh. 2018 . The UEA multivariate time series classification archive, 2018. CoRR abs/1811.00075 (2018). Anthony J. Bagnall, Hoang Anh Dau, Jason Lines, Michael Flynn, James Large, Aaron Bostrom, Paul Southam, and Eamonn J. Keogh. 2018. The UEA multivariate time series classification archive, 2018. CoRR abs/1811.00075 (2018).

2. Time2Feat

3. Time Series FeatuRe Extraction on basis of Scalable Hypothesis tests (tsfresh – A Python package)

4. Novelty Detection with Autoencoders for System Health Monitoring in Industrial Environments

5. Deep Multivariate Time Series Embedding Clustering via Attentive-Gated Autoencoder

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