Time Series Clustering with Deep Reservoir Computing

Autor: Alessio Micheli, Gonzalo Joya, Claudio Gallicchio, Miguel Atencia
Rok vydání: 2020
Předmět:
Zdroj: Artificial Neural Networks and Machine Learning – ICANN 2020 ISBN: 9783030616151
ICANN (2)
RIUMA: Repositorio Institucional de la Universidad de Málaga
Universidad de Málaga
RIUMA. Repositorio Institucional de la Universidad de Málaga
instname
Popis: This paper proposes a method for clustering of time series, based upon the ability of deep Reservoir Computing networks to grasp the dynamical structure of the series that is presented as input. A standard clustering algorithm, such as k-means, is applied to the network states, rather than the input series themselves. Clustering is thus embedded into the network dynamical evolution, since a clustering result is obtained at every time step, which in turn serves as initialisation at the next step. We empirically assess the performance of deep reservoir systems in time series clustering on benchmark datasets, considering the influence of crucial hyperparameters. Experimentation with the proposed model shows enhanced clustering quality, measured by the silhouette coefficient, when compared to both static clustering of data, and dynamic clustering with a shallow network.
Databáze: OpenAIRE