MTSC-GE: A Novel Graph based Method for Multivariate Time Series Clustering

Few clustering methods show good performance on multivariate time series (MTS) data. Traditional methods rely too much on similarity measures and perform poorly on the MTS data with complex structures. This paper proposes an MTS clustering algorithm based on graph embedding called MTSC-GE to improve the performance of MTS clustering. MTSC-GE can map MTS samples to the feature representations in a low-dimensional space and then cluster them. While mining the information of the samples themselves, MTSC-GE builds the whole time series data into a graph, paying attention to the connections between samples from an overall perspective and discovering the local structural feature of MTS data. The proposed MTSC-G E consists of three stages. The first stage builds a graph using the original dataset, where each of the MTS samples is regarded as a node in the graph. The second stage uses the graph embedding technique to obtain a new representation of each node. Finally, MTSC-G E uses the K - Means algorithm to cluster based on the newly obtained representation. We compare MTSC-GE with six state-of-the-art benchmark methods on five public datasets, experimental results show that MTSC-GE has achieved good performance.