Deep clustering for large-scale interpretable time series segmentation

DOI10.1007/S10618-025-01170-YMaRDI QIDQ6890269zbMATH OpenFDO

Authors Erick Draayer, Huiping Cao, Qixu Gong

Publication date 3 December 2025

Published in Data Mining and Knowledge Discovery (Search for Journal in Brave)

Copyright license Creative Commons Attribution-NonCommercial-NoDerivatives 4.0 International

Full work available at URL https://doi.org/10.1007/S10618-025-01170-Y

zbMATH Keywords

change point detectiondeep clusteringtime series segmentation

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Artificial neural networks and deep learning (68T07)

Cites work

• ClaSP: parameter-free time series segmentation
• Comparative study on classifying human activities with miniature inertial and magnetic sensors
• Domain agnostic online semantic segmentation for multi-dimensional time series
• Least squares quantization in PCM
• Optimal detection of changepoints with a linear computational cost
• Stacked denoising autoencoders: learning useful representations in a deep network with a local denoising criterion
• Visualizing data using t-SNE
• Ward's hierarchical agglomerative clustering method: which algorithms implement Ward's criterion?

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