A Hybrid Validity Index to Determine K Parameter Value of k -Means Algorithm for Time Series Clustering

Özkök F. Ö., Çelik M.

International Journal of Information Technology and Decision Making, cilt.20, ss.1615-1636, 2021 (SCI-Expanded) identifier identifier

  • Yayın Türü: Makale / Tam Makale
  • Cilt numarası: 20
  • Basım Tarihi: 2021
  • Doi Numarası: 10.1142/s0219622021500449
  • Dergi Adı: International Journal of Information Technology and Decision Making
  • Derginin Tarandığı İndeksler: Science Citation Index Expanded (SCI-EXPANDED), Scopus, Aerospace Database, Applied Science & Technology Source, Business Source Elite, Business Source Premier, Communication Abstracts, Computer & Applied Sciences, INSPEC, Metadex, zbMATH, Civil Engineering Abstracts
  • Sayfa Sayıları: ss.1615-1636
  • Anahtar Kelimeler: Clustering, time series, k-means, automatic clustering, clustering validation index, hybrid validity index, IMPORTANT LOCATIONS, VALIDATION, NUMBER
  • Erciyes Üniversitesi Adresli: Evet

Özet

© 2021 World Scientific Publishing Company.Time series is a set of sequential data point in time order. The sizes and dimensions of the time series datasets are increasing day by day. Clustering is an unsupervised data mining technique that groups objects based on their similarities. It is used to analyze various datasets, such as finance, climate, and bioinformatics datasets. k-means is one of the most used clustering algorithms. However, it is challenging to determine the value of k parameter, which is the number of clusters. One of the most used methods to determine the number of clusters (such as k) is cluster validity indexes. Several internal and external validity indexes are used to find suitable cluster numbers based on characteristics of datasets. In this study, we propose a hybrid validity index to determine the value of k parameter of k-means algorithm. The proposed hybrid validity index comprises four internal validity indexes, such as Dunn, Silhouette, C index, and Davies-Bouldin indexes. The proposed method was applied to nine real-life finance and benchmarks time series datasets. The financial dataset was obtained from Yahoo Finance, consisting of daily closing data of stocks. The other eight benchmark datasets were obtained from UCR time series classification archive. Experimental results showed that the proposed hybrid validity index is promising for finding the suitable number of clusters with respect to the other indexes for clustering time-series datasets.