Clustering of time series is a well-studied problem, with applications ranging from quantitative, personalized models of metabolism obtained from metabolite concentrations to state discrimination in quantum information theory. We consider a variant, where given a set of trajectories and a number of parts, we jointly partition the set of trajectories and learn linear dynamical system (LDS) models for each part, so as to minimize the maximum error across all the models. We present globally convergent methods and EM heuristics, accompanied by promising computational results.
Multivariate time series (MTS) data collected from multiple sensors provide the potential for accurate abnormal activity detection in smart healthcare scenarios. However, anomalies exhibit diverse patterns and become unnoticeable in MTS data. Consequently, achieving accurate anomaly detection is challenging since we have to capture both temporal dependencies of time series and inter-relationships among variables. To address this problem, we propose a Residual-based Anomaly Detection approach, Rs-AD, for effective representation learning and abnormal activity detection. We evaluate our scheme on a real-world gait dataset and the experimental results demonstrate an F1 score of 0.839.