基于中心度的标签传播时间序列聚类方法
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作者单位:

(华侨大学工商管理学院,福建泉州362021)

作者简介:

李海林(1982-), 男, 副教授, 博士, 从事数据挖掘与机器学习等研究;梁叶(1992-), 女, 硕士生,从事数据挖掘与金融数据分析的研究.

通讯作者:

E-mail: hailin@hqu.edu.cn

中图分类号:

TP391

基金项目:

国家自然科学基金项目(71771094,61300139);福建省社会科学规划基金项目(FJ2017B065);福建省高等学校新世纪优秀人才支持计划项目(Z1625112).


Time series clustering method with label propagation based on centrality
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(School of Business Administration,Huaqiao University,Quanzhou 362021,China)

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    摘要:

    为了实现时间序列自动聚类,以及更为细致地描述时间序列之间的结构关系,引入社区发现方法来研究时间序列聚类.针对标签传播方法在标签传播过程中具有较强不确定性,以及算法对网络结构较为敏感等问题,提出一种基于中心度的标签传播时间序列聚类方法;通过构建时间序列网络空间结构,将每条时间序列看作一个节点,根据每个节点的中心度来得到标签更新顺序;计算节点对于每个簇的归属度,再利用节点的归属度和标签的传播实现节点的划分,从而实现时间序列聚类.所提方法通过分析时间序列之间的连接关系来发现其在欧氏空间的结构特征,进而实现空间结构的有效划分.实验结果表明,所提方法无需确定初始簇中心,能够有效划分人工数据网络和真实社会网络,在时间序列数据聚类中取得了良好的聚类效果.

    Abstract:

    In order to cluster time series automatically and describe be the structural relations between of time series in more detail, this paper introduces the community discovery method to study time series clustering. According to the ability of the label propagation method which has limitation of uncertainty in the process and the sensitivity of the algorithm to the network structure, a clustering method for time series with label propagation based on centrality is proposed. Time series network structure is built, each time series is treat as a node in the network, and an updating order of labels is obtained according to each node’s centrality. The membership degree of each node belonging to each community is computed, and the community is divided using belonging degree and label propagation, so as to achieve time series clustering. The proposed method analyzes the connection relationships among time series to find the structure features in the Euclidean space, thereby achieing the valid division of space structure. The experimental results demonstrate that the proposed clustering method does not need to determine the initial cluster center objects. It not only can detect simulated data network and real social network, but also obtains better results in time series clustering.

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李海林,梁叶.基于中心度的标签传播时间序列聚类方法[J].控制与决策,2018,33(11):1950-1958

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  • 在线发布日期: 2018-10-26
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