Title On the Use of the Beta Distribution for a Hybrid Time Series Segmentation Algorithm
Authors DURAN ROSAL, ANTONIO MANUEL, Dorado-Moreno, Manuel , Gutierrez, Pedro A. , Hervas-Martinez, Cesar
External publication Si
Means Lect. Notes Comput. Sci.
Scope Proceedings Paper
Nature Científica
JCR Quartile 4
SJR Quartile 2
SJR Impact 0.33900
Publication date 01/01/2016
ISI 000387750600039
DOI 10.1007/978-3-319-44636-3_39
Abstract This paper presents a local search (LS) method based on the beta distribution for time series segmentation with the purpose of correctly representing extreme values of the underlying variable studied. The LS procedure is combined with an evolutionary algorithm (EA) which segments time series trying to obtain a given number of homogeneous groups of segments. The proposal is tested on a real problem of wave height estimation, where extreme high waves are frequently found. The results show that the LS is able to significantly improve the clustering quality of the solutions obtained by the EA. Moreover, the best segmentation clearly groups extreme waves in a separate cluster and characterizes them according to their centroid.
Keywords Time series segmentation; Evolutionary algorithms; Clustering; Extreme value distributions
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