Time series clustering promises to uncover hidden structural patterns in data with applications across healthcare, finance, industrial systems, and other critical domains. However, without validated ground truth information, researchers cannot objectively assess clustering quality or determine whether poor results stem from absent structures in the data, algorithmic limitations, or inappropriate validation methods, raising the question whether clustering is "more art than science" (Guyon et al., 2009). To address these challenges, we introduce CSTS (Correlation Structures in Time Series), a synthetic benchmark for evaluating the discovery of correlation structures in multivariate time series data. CSTS provides a clean benchmark that enables researchers to isolate and identify specific causes of clustering failures by differentiating between correlation structure deterioration and limitations of clustering algorithms and validation methods. Our contributions are: (1) a comprehensive benchmark for correlation structure discovery with distinct correlation structures, systematically varied data conditions, established performance thresholds, and recommended evaluation protocols; (2) empirical validation of correlation structure preservation showing moderate distortion from downsampling and minimal effects from distribution shifts and sparsification; and (3) an extensible data generation framework enabling structure-first clustering evaluation. A case study demonstrates CSTS's practical utility by identifying an algorithm's previously undocumented sensitivity to non-normal distributions, illustrating how the benchmark enables precise diagnosis of methodological limitations. CSTS advances rigorous evaluation standards for correlation-based time series clustering.
This paper introduces an algorithm for the detection of change-points and the identification of the corresponding subsequences in transient multivariate time-series data (MTSD). The analysis of such data has become more and more important due to the increase of availability in many industrial fields. Labeling, sorting or filtering highly transient measurement data for training condition based maintenance (CbM) models is cumbersome and error-prone. For some applications it can be sufficient to filter measurements by simple thresholds or finding change-points based on changes in mean value and variation. But a robust diagnosis of a component within a component group for example, which has a complex non-linear correlation between multiple sensor values, a simple approach would not be feasible. No meaningful and coherent measurement data which could be used for training a CbM model would emerge. Therefore, we introduce an algorithm which uses a recurrent neural network (RNN) based Autoencoder (AE) which is iteratively trained on incoming data. The scoring function uses the reconstruction error and latent space information. A model of the identified subsequence is saved and used for recognition of repeating subsequences as well as fast offline clustering. For evaluation, we propose a new similarity measure based on the curvature for a more intuitive time-series subsequence clustering metric. A comparison with seven other state-of-the-art algorithms and eight datasets shows the capability and the increased performance of our algorithm to cluster MTSD online and offline in conjunction with mechatronic systems.
\textbf{A}ccuracy, \textbf{R}obustness to noises and scales, \textbf{I}nterpretability, \textbf{S}peed, and \textbf{E}asy to use (ARISE) are crucial requirements of a good clustering algorithm. However, achieving these goals simultaneously is challenging, and most advanced approaches only focus on parts of them. Towards an overall consideration of these aspects, we propose a novel clustering algorithm, namely GIT (Clustering Based on \textbf{G}raph of \textbf{I}ntensity \textbf{T}opology). GIT considers both local and global data structures: firstly forming local clusters based on intensity peaks of samples, and then estimating the global topological graph (topo-graph) between these local clusters. We use the Wasserstein Distance between the predicted and prior class proportions to automatically cut noisy edges in the topo-graph and merge connected local clusters as final clusters. Then, we compare GIT with seven competing algorithms on five synthetic datasets and nine real-world datasets. With fast local cluster detection, robust topo-graph construction and accurate edge-cutting, GIT shows attractive ARISE performance and significantly exceeds other non-convex clustering methods. For example, GIT outperforms its counterparts about $10\%$ (F1-score) on MNIST and FashionMNIST. Code is available at \color{red}{https://github.com/gaozhangyang/GIT}.
The Area Under the the Receiver Operating Characteristics (ROC) Curve, referred to as AUC, is a well-known performance measure in the supervised learning domain. Due to its compelling features, it has been employed in a number of studies to evaluate and compare the performance of different classifiers. In this work, we explore AUC as a performance measure in the unsupervised learning domain, more specifically, in the context of cluster analysis. In particular, we elaborate on the use of AUC as an internal/relative measure of clustering quality, which we refer to as Area Under the Curve for Clustering (AUCC). We show that the AUCC of a given candidate clustering solution has an expected value under a null model of random clustering solutions, regardless of the size of the dataset and, more importantly, regardless of the number or the (im)balance of clusters under evaluation. In addition, we elaborate on the fact that, in the context of internal/relative clustering validation as we consider, AUCC is actually a linear transformation of the Gamma criterion from Baker and Hubert (1975), for which we also formally derive a theoretical expected value for chance clusterings. We also discuss the computational complexity of these criteria and show that, while an ordinary implementation of Gamma can be computationally prohibitive and impractical for most real applications of cluster analysis, its equivalence with AUCC actually unveils a much more efficient algorithmic procedure. Our theoretical findings are supported by experimental results. These results show that, in addition to an effective and robust quantitative evaluation provided by AUCC, visual inspection of the ROC curves themselves can be useful to further assess a candidate clustering solution from a broader, qualitative perspective as well.
To evaluate clustering results is a significant part of cluster analysis. There are no true class labels for clustering in typical unsupervised learning. Thus, a number of internal evaluations, which use predicted labels and data, have been created. They are also named internal cluster validity indices (CVIs). Without true labels, to design an effective CVI is not simple because it is similar to create a clustering method. And, to have more CVIs is crucial because there is no universal CVI that can be used to measure all datasets, and no specific method for selecting a proper CVI for clusters without true labels. Therefore, to apply more CVIs to evaluate clustering results is necessary. In this paper, we propose a novel CVI - called Distance-based Separability Index (DSI), based on a data separability measure. We applied the DSI and eight other internal CVIs including early studies from Dunn (1974) to most recent studies CVDD (2019) as comparison. We used an external CVI as ground truth for clustering results of five clustering algorithms on 12 real and 97 synthetic datasets. Results show DSI is an effective, unique, and competitive CVI to other compared CVIs. In addition, we summarized the general process to evaluate CVIs and created a new method - rank difference - to compare the results of CVIs.
The problem of inhomogeneous cluster densities has been a long-standing issue for distance-based and density-based algorithms in clustering and anomaly detection. These algorithms implicitly assume that all clusters have approximately the same density. As a result, they often exhibit a bias towards dense clusters in the presence of sparse clusters. Many remedies have been suggested; yet, we show that they are partial solutions which do not address the issue satisfactorily. To match the implicit assumption, we propose to transform a given dataset such that the transformed clusters have approximately the same density while all regions of locally low density become globally low density -- homogenising cluster density while preserving the cluster structure of the dataset. We show that this can be achieved by using a new multi-dimensional Cumulative Distribution Function in a transform-and-shift method. The method can be applied to every dataset, before the dataset is used in many existing algorithms to match their implicit assumption without algorithmic modification. We show that the proposed method performs better than existing remedies.