This example uses the KShape clustering method [1] that is based on cross-correlation to cluster time series.
[1] J. Paparrizos & L. Gravano. k-Shape: Efficient and Accurate Clustering of Time Series. SIGMOD 2015. pp. 1855-1870.
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# Author: Romain Tavenard
# License: BSD 3 clause
import numpy
import matplotlib.pyplot as plt
from tslearn.clustering import KShape
from tslearn.datasets import CachedDatasets
from tslearn.preprocessing import TimeSeriesScalerMeanVariance
seed = 0
numpy.random.seed(seed)
X_train, y_train, X_test, y_test = CachedDatasets().load_dataset("Trace")
# Keep first 3 classes and 50 first time series
X_train = X_train[y_train < 4]
X_train = X_train[:50]
numpy.random.shuffle(X_train)
# For this method to operate properly, prior scaling is required
X_train = TimeSeriesScalerMeanVariance().fit_transform(X_train)
sz = X_train.shape[1]
# kShape clustering
ks = KShape(n_clusters=3, verbose=True, random_state=seed)
y_pred = ks.fit_predict(X_train)
plt.figure()
for yi in range(3):
plt.subplot(3, 1, 1 + yi)
for xx in X_train[y_pred == yi]:
plt.plot(xx.ravel(), "k-", alpha=.2)
plt.plot(ks.cluster_centers_[yi].ravel(), "r-")
plt.xlim(0, sz)
plt.ylim(-4, 4)
plt.title("Cluster %d" % (yi + 1))
plt.tight_layout()
plt.show()
Total running time of the script: (0 minutes 45.864 seconds)
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