Time Series Clustering With Random Convolutional Kernels
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Time series can describe a wide range of natural and social phenomena. A few samples are climate and seismic measures trends, stock prices, or website visits. Time-series clustering helps to find outliers that, related to these instances, could represent temperature anomalies, imminent volcanic eruptions, market disturbances, or fraudulent web traffic. Founded on the success of automatic feature extraction techniques, specifically employing random kernels, we develop a new method for time series clustering consisting of two steps. First, a random convolutional structure transforms the data into an enhanced feature representation. Afterwards, a clustering algorithm classifies the transformed data. The method improves state-of-the-art results on time series clustering benchmarks.
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