A Benchmark Study on Time Series Clustering

This paper presents the first time series clustering benchmark utilizing all time series datasets currently available in the University of California Riverside (UCR) archive -- the state of the art repository of time series data. Specifically, the benchmark examines eight popular clustering methods representing three categories of clustering algorithms (partitional, hierarchical and density-based) and three types of distance measures (Euclidean, dynamic time warping, and shape-based). We lay out six restrictions with special attention to making the benchmark as unbiased as possible. A phased evaluation approach was then designed for summarizing dataset-level assessment metrics and discussing the results. The benchmark study presented can be a useful reference for the research community on its own; and the dataset-level assessment metrics reported may be used for designing evaluation frameworks to answer different research questions.