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Experimental study of similarity measures for clustering uncertain time series
Auteurs : M. Dinzinger, M. F. Mbouopda, and E. Mephu Nguifo
Mots Clés : time series, clustering, uncertainty, similarity.
Date de publication : 2022-07-01
Uncertain time series (uTS) are time series whose values are not precisely known. Each value in such time seris can be given as a best estimate and an error deviation on that estimate. These kind of time series are preponderant in transient astrophysics where transient objects are characterized by the time series of their light curves which are uncertain because of many factors including moonlight, twilight and atmospheric factors. An example of uTS dataset can be found at https://www.kaggle.com /c/PLAsTiCC-2018. Similarly to traditional time series, machine learning can be used to analyze uTS. This analyzis is generally performed in the literature using uncertain similarity measures. In particular, uTS clustering has been performed using FOTS, an uncertain similarity measure based on eigenvalues decomposition [1]. Elsewhere, the uncertain euclidean distance (UED), which is based on uncertainty propagation has been proposed and used to perform the classification of uTS [2]. Given UED performance on supervised classication, the goal of this work is to assess the effectiveness of this uncertain measure for uTS clustering. A preliminary experiment has been conducted in that direction, the source code and results of the experiment are publicly available online1. In the experiment, FOTS, UED and euclidean distance are compared as measures for uTS clustering using the datasets from [2]. The obtained results revealed that UED is a promising uncertain measure for uTS clustering. As future direction, an extended experiment with other uncertain similarity measures such as DUST and PROUD [3] will be conducted.