Multivariate Time Series (MTS) clustering is an important tool in temporal data mining, aiming to discover latent group structures from complex observations without supervision. Although existing deep clustering methods can learn discriminative temporal representations, the resulting latent clusters are often difficult to relate back to waveform characteristics that practitioners can directly inspect and compare, limiting their ability to assess whether the discovered patterns reflect meaningful temporal behaviors. This paper, therefore, proposes WAVE (Waveform Aligned Visual-temporal Embedding), which treats time series and their deterministically rendered waveform plots as complementary views of the same observations. To produce discriminative representations whose cluster structures can be traced to observable waveform characteristics, WAVE aligns and integrates fine-grained temporal variations with holistic visual patterns, while associating each discovered cluster with its centroid-nearest authentic sample. Accordingly, interpretability in this work specifically refers to waveform-level traceability rather than a general explanation of model decisions. Extensive evaluations across 10 real-world public datasets show that WAVE achieves the highest macro-averaged clustering performance and the best average rank among the compared methods, while qualitative case studies illustrate how the discovered clusters can be inspected through authentic waveform records. The source code is available at https://github.com/Zheng-Zhu1/WAVE.
In many realistic scenarios, large volumes of time series data are generated with limited or expensive annotations. This limitation makes supervised learning methods difficult to apply and leads to the use of unsupervised approaches capable of discovering meaningful structures directly from raw data. Clustering therefore plays a crucial role in organizing time series into groups that share similar temporal patterns, enabling exploratory analysis and downstream tasks without requiring manual labeling. However, existing deep clustering methods often struggle to capture long-range temporal dependencies or rely on architectures with high computational cost. This paper introduces FMMVCC, a Mamba-based deep clustering framework for time series that leverages state space sequence modeling to efficiently learn temporal representations with linear complexity. Additionally, it utilizes multi-view self-supervised learning with temporal masking and augmentations. Experimental evaluation in 15 benchmark datasets proves that FMMVCC consistently outperforms state-of-the-art baselines, achieving the best overall performance in 29 of 60 total metric evaluations and the highest average rank in all tested scenarios.
Finding representative waveforms in long time series has scientific and practical value in many domains, as it enables summarization and visualization of large time series datasets, and downstream tasks like classification and forecasting. We present here QSMP, a method to find representative waveforms in long time series through a density-guided clustering of time series subsequences. Our method makes a novel connection between Quick Shift, a mode-seeking algorithm, and the Matrix Profile, a time series similarity-search data structure, to adapt Quick Shift to the clustering of subsequences in long time series, with a space complexity that is superior to the state-of-the-art method. Our experiments on synthetic and real datasets show that QSMP can be a valuable tool to summarize and visualize long time series by finding representative waveforms.
Carlos H. Mendoza-Cardenas, Rogers F. Silva, Austin J. Brockmeier
Time series data is very common in many real-world applications and in numerous domains, with increasing interest for automated information extraction using machine learning. One of these subfields is time series clustering, which consists in identifying clusters among a set of time series in an unsupervised fashion. Most time series clustering algorithms suffer from the same balancing act: they trade clustering performance for faster runtimes or vice versa. We present a novel time series clustering algorithm that we call CLUES-WEASEL, which stands for CLustering with the UnsupervisEd Second version of Word ExtrAction for time SEries cLassification. CLUES-WEASEL extracts features using the unsupervised version of the transformation step of WEASEL 2.0, which is a time series classification algorithm, then reduces these features using principal component analysis, and finally performs clustering with the k-means algorithm using these reduced extracted features. Through extensive experiments, we prove that CLUES-WEASEL is significantly better than any other existing time series clustering algorithm while being (much) faster than any state-of-the-art one. We also show that the architecture of CLUES-WEASEL can work well with other time series feature extraction algorithms. Our findings highlight the relevance of CLUES-WEASEL for time series clustering.
Johann Faouzi
Univ Rennes, Ensai, CNRS, CREST - UMR 9194, F-35000 Rennes, France.