Classifiers and Clustering for Time Series

Last update: 21 Apr 2025 21:17
First version:

Yet Another Inadequate Placeholder

I am especially interested in kernel methods, meaning kernels which define similarity for whole time series trajectories.

See also: Clustering; Time Series

Eamonn Keogh Jessica Lin, "Clustering of Time Series Subsequences is Meaningless: Implications for Previous and Future Research", Knowledge and Information Systems 8 (2005): 154--177 [PDF preprint via Prof. Keogh]
Andrew J. Patton, Brian M. Weller, "Testing for Unobserved Heterogeneity via k-means Clustering", arxiv:1907.07582

Marco Cuturi, Arnaud Doucet, "Autoregressive Kernels For Time Series", arxiv:1101.0673 [In which two time series are similar if they are fit by similar autoregressive models]
Marco Cuturi, Jean-Philippe Vert, Oystein Birkenes, and Tomoko Matsui, "A kernel for time series based on global alignments", cs.CV/0610033
Madjid Khalilian, Norwati Mustapha, "Data Stream Clustering: Challenges and Issues", arxiv:1006.5261
Arnost Komárek and Lenka Komárková, "Clustering for multivariate continuous and discrete longitudinal data", Annals of Applied Statistics 7 (2013): 177--200
Scott Lenser and Manuela Veloso, "Non-Parametric Time Series Classification" [PDF preprint]
T. Warren Liao, "Clustering of time series data---a survey", Pattern Recognition 38 (2005): 1857--1874
Zhengdong Lu, Todd K. Leen and Jeffrey Kaye, "Kernels for Longitudinal Data with Variable Sequence Length and Sampling Intervals", Neural Computation 23 (2011): 2390--2420
Pierre-Francois Marteau and Sylvie Gibet, "On Recursive Edit Distance Kernels with Application to Time Series Classification", arxiv:1005.5141
Nishant A. Mehta and Alexander G. Gray, "Generative and Latent Mean Map Kernels", arxiv:1005.0188
Zoltán Prekopcsák, Daniel Lemire, "Time Series Classification by Class-Based Mahalanobis Distances", arxiv:1010.1526
Christoph Pamminger and Sylvia Fruühwirth-Schnatter, "Model-based Clustering of Categorical Time Series", Bayesian Analysis 5 (2010): 345--368
Vitaly Schetinin and Joachim Schult, "Learning Polynomial Networks for Classification of Clinical Electroencephalograms", cs.AI/0504041 [Not a kernel method, at least not to judge by the abstract, but very close to the application domain we have in mind]
Ansgar Steland, "Optimal sequential kernel detection for dependent processes", Journal of Statistical Planning and Inference 132 (2005): 131--147
José A. Vilar and Juan M. Vilar, "Time series clustering based on nonparametric multidimensional forecast densities", Electronic Journal of Statistics 7 (2013): 1019--1046
Bo Zhang, Guangming Pan, Qiwei Yao, Wang Zhou, "Factor Modelling for Clustering High-dimensional Time Series", arxiv:2101.01908