Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data.
David HallacSagar VareStephen P. BoydJure LeskovecPublished in: KDD (2017)
Keyphrases
- multivariate time series data
- multivariate time series
- correlation matrix
- stochastic processes
- k means
- subspace clustering
- clustering method
- clustering algorithm
- predicting future
- categorical data
- temporal data
- cluster analysis
- autoregressive
- bayesian networks
- high dimensional data
- unsupervised learning
- least squares
- pairwise
- data analysis