Structure-based statistical features and multivariate time series clustering

Abstract

We propose a new method for clustering multivariate time series. A univariate time series can be represented by a fixed-length vector whose components are statistical features of the time series, capturing the global structure. These descriptive vectors, one for each component of the multivariate time series, are concatenated, before being clustered using a standard fast clustering algorithm such as k-means or hierarchical clustering. Such statistical feature extraction also serves as a dimension-reduction procedure for multivariate time series. We demonstrate the effectiveness and simplicity of our proposed method by clustering human motion sequences: dynamic and high-dimensional multivaria..