Over-Time Stability Evaluation
ots-eval is a toolset for the over-time stability evaluation of multiple multivariate time series based on cluster transitions. It contains an over-time stability measure for crisp over-time clusterings called CLOSE [1], one stability measure for fuzzy over-time clusterings called FCSETS [2], two outlier detection algorithms DOOTS [3,4] and DACT [5] addressing cluster-transition-based outliers and an over-time clustering algorithm named C(OTS)^2 [6].
All approaches focus on multivariate time series data that is clustered per timestamp.
The toolset was implemented by Martha Krakowski (Tatusch) and Gerhard Klassen.
Installation
You can simply install ots-eval by using pip:
pip install ots-eval
You can import the package in your Python script via:
import ots_eval
Dependencies
ots-eval requires:
- python>=3.7
- pandas>=1.0.0
- numpy>=1.19.2
- scipy>=1.3.0
Documentation
In the doc
folder, there are some explanations for the usage of every approach.
License
ots-eval is distributed under the 3-Clause BSD license.
References
This toolset is the implementation of approaches from our following works:
[1]
Tatusch, M., Klassen, G., Bravidor, M., and Conrad, S. (2020).
How is Your Team Spirit? Cluster Over-Time Stability Evaluation.
In: Machine Learning and Data Mining in Pattern Recognition, 16th International Conference on Machine Learning and
Data Mining, MLDM 2020, pages 155–170.
[2]
Klassen, G., Tatusch, M., Himmelspach, L., and Conrad, S. (2020).
Fuzzy Clustering Stability Evaluation of Time Series.
In: Information Processing and Management of Uncertainty in Knowledge-Based Systems, 18th International Conference, IPMU 2020, pages 680-692.
[3]
Tatusch, M., Klassen, G., Bravidor, M., and Conrad, S. (2019).
Show me your friends and i’ll tell you who you are. Finding anomalous time series by conspicuous clus-
ter transitions.
In: Data Mining. AusDM 2019. Communications in Computer and Information Science, pages 91–103.
[4]
Tatusch, M., Klassen, G., and Conrad, S. (2020).
Behave or be detected! Identifying outlier sequences by their group cohesion.
In: Big Data Analytics and KnowledgeDiscovery, 22nd International Conference, DaWaK 2020, pages 333–347.
[5]
Tatusch, M., Klassen, G., and Conrad, S. (2020).
Loners stand out. Identification of anomalous subsequences based on group performance.
In: Advanced Data Mining and Applications, ADMA 2020, pages 360–369.
[6]
Klassen, G., Tatusch, M., and Conrad, S. (2020).
Clustering of time series regarding their over-time stability.
In: Proceedings of the 2020 IEEE Symposium Series on Computational Intelligence (SSCI), pages 1051–1058.