Statistical Analysis Stack Exchange
Statistical Analysis Stack Exchange

Questions tagged [timeseries-segmentation]

Time series segmentation arises in time series analysis and digital signal processing. An input time-series is divided into a sequence of discrete segments in order to reveal the underlying properties of its source. Note that this is different from time series clustering!

See https://en.wikipedia.org/wiki/Time-series_segmentation. For differences with clustering, see the post Differences between clustering and segmentation

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How can I programmatically detect segments of a data series to fit with different curves?

Are there any documented algorithms to separate sections of a given dataset into different curves of best fit? For example, most humans looking at this chart of data would readily divide it into 3 parts: a sinusoidal segment, a linear segment, and…
whybird
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Differences between clustering and segmentation

I have read about piecewise aggregate approximation (PAA) mining time series data, sliding window, top down and bottom up approaches for time series segmentation but these are applicable to single dimension time series. What are the techniques for…
Srishti M
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Hidden Markov Model segmentation of different proportions of binary data

I need to segment a sequence of 0s and 1s by their proportion at relatively large scales. As an example, let's define 5 different states that represent 5 different ratios of 1s & 0s. Alphabet: 1 and 0 State Definition …
pedrosaurio
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How to use Matrix Profile for dimension reduction and clustering

Matrix Profile (MP) has been used for clustering time-series segments. In the slideshow tutorial featured on the MP website, they use a figure to demonstrate projecting segment similarity onto an M-dimensional space: How is this projection from…
Seanny123
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Clustering data into bins of variable sizes

I'd like to build a model (in R or excel) that takes in large amount of linear data and segments it into "bins". The linear data is an attribute that reflects what condition that section/record is at. I'd like to simplify the data and generalize it…
dassouki
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How to perform segmentation on multivariate time series?

Given a multivariate time series, which method could be applied to segment it into partitions of stationary signals. To give more context: I am given a set of acceleration signals in XYZ-Direction. Based on these signals, I have to map a segment…
Grunwalski
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segmentation of univariate irregular time series

this is my first post. I have an irregular time series that exhibits large shifts in both mean and in the direction of the trend. It looks something like this (though this is far cleaner than reality): set.seed(1) x =…
HEITZ
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Robustly extracting subpatterns from time-series data

As part of an experiment, I need to collect time-series samples which are tightly associated with some input data. I send this data to an external device, and then collect the associated trace using my measurement equipment. An example…
Deskarano
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Detection of music note sequence in audio signal

I have an audio signal which contains the combination of different western music notes(I know this combination in advance) and I want to identify the sequence of the music notes present in it. For this, I am following the below steps: Firstly, I am…
Shraddha Sharma
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strucchange breakpoints command: does NA mean no breaks are identified?

I am using the package strucchange to analyze a monthly time series. I read it in as a zoo object. The series looks something like this: date A B 2 1979-01-07 0 7 3 1979-01-14 …
El M
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Choosing a changepoint detection algorithm

I've been reading up on changepoint algorithms (dynamic programming, Bayesian Online Changepoint detection, Hidden Markov Models, etc.) and am looking to implement an algorithm that has a certain set of attributes, ideally in Python. I don't have a…
SuperCodeBrah
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Need help specifying my problem: time series segmentation with clustering?

I can't get any further with my segmentation/clustering/classification problem and need help in choosing the right tools, or rather in leading me to the right problem definition. I have a single long time series in which I would like to find…
Konrad
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Determine the n largest intervals of noise in an audio file

I have audio files that contain interviews with long periods of silence. n - Number of interviews for a given audio file. I need to split the audio into periods where the interviews are actually occurring. The interview is characterized by periods…
Bijan
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k means for segmenting time series

Now, I am trying to understand how to segment a multivariate time series using k- means. I understand that the basic concept is to use centroids of segments rather than centroids of data points and minimize the residual error. But what does a…
umair durrani
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Goodness of fit of linear model for Segmentation of GPS positions time series

I have some GPS coordinates series taken in regular time steps and I need to verify whether some chunks of the trajectories fit well as a straight line or not. The aim is to perform segmentation on each trajectory, I am already able to find hard…
rafa
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