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2005
DOI: 10.1002/cem.945
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Clustering multivariate time‐series data

Abstract: A new methodology for clustering multivariate time-series data is proposed. The new methodology is based on calculating the degree of similarity between multivariate time-series datasets using two similarity factors. One similarity factor is based on principal component analysis and the angles between the principal component subspaces while the other is based on the Mahalanobis distance between the datasets. The standard K-means clustering algorithm is modified to cluster multivariate time-series datasets usin… Show more

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Cited by 137 publications
(54 citation statements)
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References 39 publications
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“…PCA variable loadings allow a significant reduction in the number of response surfaces to be analyzed to obtain a superior understanding of the optimization procedure [12]. Clustering methodology is based on calculating the degree of similarity using PCA and distance-similarity factors [13]. This methodology is a promising tool to efficiently interpret and analyze experimental data [14].…”
Section: Introductionmentioning
confidence: 99%
“…PCA variable loadings allow a significant reduction in the number of response surfaces to be analyzed to obtain a superior understanding of the optimization procedure [12]. Clustering methodology is based on calculating the degree of similarity using PCA and distance-similarity factors [13]. This methodology is a promising tool to efficiently interpret and analyze experimental data [14].…”
Section: Introductionmentioning
confidence: 99%
“…It is well known that cluster analysis is about finding groups in datasets (Singhal and Seborg, 2005). Data clustering is an important method to analyze a data set according to find its structure.…”
Section: Methodsmentioning
confidence: 99%
“…PCA, as a feature extraction method, is effectively applied to time series data [20], [28], [34], [35]. It is often utilized to reduce the dimensions of a d-dimensional dataset by projecting it onto a w-dimensional subspace where w is less than d.…”
Section: Related Workmentioning
confidence: 99%