Title :
Clustering of time series subsequences is meaningless: implications for previous and future research
Author :
Keogh, Eamonn ; Lin, Jessica ; Truppel, Wagner
Author_Institution :
Dept. of Comput. Sci. & Eng., California Univ., Riverside, CA, USA
Abstract :
Time series data is perhaps the most frequently encountered type of data examined by the data mining community. Clustering is perhaps the most frequently used data mining algorithm, being useful in it´s own right as an exploratory technique, and also as a subroutine in more complex data mining algorithms such as rule discovery, indexing, summarization, anomaly detection, and classification. Given these two facts, it is hardly surprising that time series clustering has attracted much attention. The data to be clustered can be in one of two formats: many individual time series, or a single time series, from which individual time series are extracted with a sliding window. Given the recent explosion of interest in streaming data and online algorithms, the latter case has received much attention. We make an amazing claim. Clustering of streaming time series is completely meaningless. More concretely, clusters extracted from streaming time series are forced to obey a certain constraint that is pathologically unlikely to be satisfied by any dataset, and because of this, the clusters extracted by any clustering algorithm are essentially random. While this constraint can be intuitively demonstrated with a simple illustration and is simple to prove, it has never appeared in the literature. We can justify calling our claim surprising, since it invalidates the contribution of dozens of previously published papers. We will justify our claim with a theorem, illustrative examples, and a comprehensive set of experiments on reimplementations of previous work.
Keywords :
computational complexity; data mining; pattern clustering; time series; anomaly detection; clustering algorithm; data mining algorithm; many individual time series; rule discovery; single time series; streaming data; streaming time series; time series clustering; Data mining;
Conference_Titel :
Data Mining, 2003. ICDM 2003. Third IEEE International Conference on
Print_ISBN :
0-7695-1978-4
DOI :
10.1109/ICDM.2003.1250910