Título On the Use of the Beta Distribution for a Hybrid Time Series Segmentation Algorithm
Autores DURAN ROSAL, ANTONIO MANUEL, Dorado-Moreno, Manuel , Gutierrez, Pedro A. , Hervas-Martinez, Cesar
Publicación externa Si
Medio Lect. Notes Comput. Sci.
Alcance Proceedings Paper
Naturaleza Científica
Cuartil JCR 4
Cuartil SJR 2
Impacto SJR 0.33900
Fecha de publicacion 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.
Palabras clave Time series segmentation; Evolutionary algorithms; Clustering; Extreme value distributions
Miembros de la Universidad Loyola

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