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Measuring the similarity between trajectories using clustering techniques.

Ben H. Jansen1, Henrik N. Nyberg

  • 1Department of Electrical Engineering and Bioengineering Research Center, University of Houston, Houston, Texas 77204-4793.

Chaos (Woodbury, N.Y.)
|April 1, 1993
PubMed
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A new clustering method groups signals by dynamic behavior using trajectory geometry. This approach reliably identifies similar signal patterns in both simulated stochastic and nonlinear data.

Area of Science:

  • Dynamical Systems Analysis
  • Time Series Analysis
  • Computational Statistics

Background:

  • Analyzing dynamic behavior in time series data is crucial for understanding complex systems.
  • Existing clustering methods may not effectively capture the geometric properties of signal trajectories.

Purpose of the Study:

  • To develop and validate a novel clustering method for grouping signals based on similar dynamic behaviors.
  • To assess the efficacy of trajectory geometry features in hierarchical clustering.

Main Methods:

  • Time delay embedding to construct state-space trajectories from time series.
  • Definition and statistical testing of trajectory geometric features.
  • Application of hierarchical clustering analysis to trajectory features.

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Main Results:

  • The developed trajectory-based clustering algorithm successfully grouped simulated stochastic (AR model) and nonlinear (Duffing oscillator) data.
  • Geometric features proved useful for identifying groups of similar trajectories.
  • The algorithm demonstrated reliable performance across different data types.

Conclusions:

  • The trajectory-based clustering method provides a robust approach for analyzing signal dynamics.
  • This method enhances the ability to identify and group signals with similar dynamic characteristics.
  • The approach is effective for both linear stochastic and nonlinear systems.