/Time-Series-Mc2PCA

Multivariate time series clustering based on common PCA

Primary LanguageJupyter Notebook

Time-Series-Mc2PCA

Analysis of the paper

Li, H. (2019). Multivariate time series clustering based on common principal component analysis. Neurocomputing, 349, 239-247

In this project, we focus on a thorough analysis and independent implementation from scratch of the method. We evaluated this method on a new dataset, along with two of the datasets originally used by the authors. Our exploration also extended to examining the method’s limitations and potential for improvement through four specific experiments: assessing performance with unbalanced data, evaluating sensitivity to noise, determining the optimal number of principal components to use, and experimenting with different distance metrics for calculating the reconstruction error. Our report contains the paper analysis, our results and critical perspectives.

Files description:

  • Mc2PCA_class.py: Contains the implementation of the Mc2PCA algorithm
  • load_data.py: Load the datasets from the raw files
  • eval.py: Contains the methods to compute evaluation metrics on the clustering results
  • experiments.ipynb: Contains all the experiments performed

Requirements

  • Python >= 3.8

Installation

To install the required dependencies, run the following command: pip install -r requirements.txt

Source of the data:

CMU_MOCAP_S16

Carnegie Mellon University Motion Capture Database. CMU Motion Capture Database S16 Source: https://timeseriesclassification.com/description.php?Dataset=Epilepsy

Japanese Vowels

Kudo,Mineichi, Toyama,Jun, and Shimbo,Masaru. Japanese Vowels. UCI Machine Learning Repository. https://doi.org/10.24432/C5NS47. Loaded from the sktime library: https://www.sktime.net/en/latest/api_reference/auto_generated/sktime.datasets.load_japanese_vowels.html

Epilepsy

Villar, J., Vergara, P., Men'endez, M., Cal, E., Gonz'alez, V., & Sedano, J. (2016). Generalized models for the classification of abnormal movements in daily life and its applicability to epilepsy convulsion recognition. International journal of neural systems, 26(06), 1650037. Source: https://timeseriesclassification.com/description.php?Dataset=Epilepsy