Fuzzy clustering based on feature weights for multivariate time series

As an important set of techniques for data mining, time series clustering methods had been studied by many researchers. Although most existing solutions largely focus on univariate time series clustering, there has been a surge in interest in the clustering of multivariate time series data. In this paper, a feature-weighted clustering method is proposed based on two distance measurement methods called dynamic time warping (DTW) and shape-based distance (SDB). There are four stages in the proposed clustering algorithm. First, we pick cluster centers by the pop clustering method called clustering by fast search and find of density peaks (DPC). Next, by considering the overall matching of multivariate time series, a fuzzy membership matrix is generated by performing DTW on all variables. We then reconsider the contribution of each independent dimension by utilizing SBD to measure distances within each dimension and construct multiple fuzzy membership matrices. Finally, we utilize a traditional fuzzy clustering algorithm called fuzzy c-means to cluster the fuzzy membership matrices and generate clustering results. Simultaneously, a feature weight calculation method and novel equation for constructing fuzzy membership matrices are applied during the clustering process. We compare the proposed method to other clustering methods and the results indicate that the proposed method can improve clustering accuracy for multivariate time series datasets. (C) 2020 Elsevier B.V. All rights reserved.