Efficient semi-supervised clustering with pairwise constraint propagation for multivariate time series

Semi-supervised clustering is an effective method, which improves the clustering performance based on pairwise constraints. However, state-of-the-art methods suffer from two issues: 1) due to the high dimensionality and multiple variables of multivariate time series (MTS) data, the competitive similarity approach DTW is time consuming on large-scale MTS data. 2) Traditional semi-supervised clustering methods could not make full use of pairwise constraints information, which affects clustering performance. To deal with these issues, we propose an efficient semi-supervised clustering with pairwise constraint propagation for MTS data. First, two approximate distance measure methods are designed based on dynamic time warping (DTW) from the perspectives of boundary and dimension reduction, which greatly improve the efficiency of clustering without sacrificing its accuracy. Then, a graph-based clustering method with pairwise constraints propagation (GCPCP) is advanced on multivariate time series data. In GCPCP, the pairwise constraint propagation matrix and the affinity matrix are jointly optimized to exploit the dependence between them, which finally improves the clustering performance. Experimental results on 12 multivariate time series datasets show the effectiveness and efficiency of our proposed method.