Adaptive Fuzzy Clustering of Multivariate Short Time Series with Unevenly Distributed Observations Based on Matrix Neuro-Fuzzy Self-organizing Network

摘要

In the paper the method of fuzzy clustering task for multivariate short time series with unevenly distributed observations is proposed. Proposed method allows to process the time series both in batch mode and sequential on-line mode. In the first case we can use the matrix modification of fuzzy C-means method, and in second case we can use the matrix modification of neuro-fuzzy network by T. Kohonen, which is learned using the rule "Winner takes more". Proposed fuzzy clustering algorithms are enough simple in computational implementation and can be used for solving of wide class of Big Data and Data Stream Mining problems. The effectiveness of proposed approach is confirmed by many experiments based on real data sets.