Large-Scale Time Series Clustering Based on Fuzzy Granulation and Collaboration

Clustering a group of large-scale time series with the same length is a frequently met problem in real world. However, the existing clustering methods often show high computational cost and low efficiency when dealing with this problem. In this paper, we propose a granulation-based horizontal collaborative fuzzy clustering method for this problem. In this method, some new subgroups are built from the given large-scale time series group by segmenting all the time series with time alignment. Thus, all the subsequences in each subgroup have the same length, which are much smaller than the length of the original time series. Just because of the smaller length, the clustering of all subsequences in each subgroup can be easily carried out with lower computation cost and higher efficiency. How to aggregate the clustering results of all subgroups to obtain the clustering result of the given group of large-scale time series becomes the main task of this paper. To solve this problem, we carry out the horizontal collaborative fuzzy clustering on the last subgroup by collaborating the clustering information of the previous subgroups. To obtain much better performance, we first perform fuzzy information granulation on the original group of large-scale time series. After that, the original group of time series is transformed into a group of granular time series. Therefore, the collaborative clustering is carried out on the corresponding granular subgroups. Simulation experiments presented here illustrate the good performance of the algorithm of our method.