Adaptive State Continuity-Based Sparse Inverse Covariance Clustering for Multivariate Time Series.

Lei Li Wei Li Jianxing Liao Xuegang Hu

Published in: SPAC (2019)

Keyphrases

multivariate time series
multivariate time series data
categorical data
clustering method
clustering algorithm
temporal data
least squares
unsupervised learning
phase space reconstruction
k means
optical flow
temporal information
autoregressive