├── AdjustedRandIndex.m ├── DATASETS └── Coffee │ ├── Coffee_TEST │ └── Coffee_TRAIN ├── DEMO_multivariate.m ├── DEMO_univariate.m ├── LICENSE ├── LoadUAEdataset.m ├── LoadUCRdataset.m ├── MULTIVARIATE_DATASETS └── ERing │ ├── ERing_DATA.h5 │ └── ERing_LABEL.h5 ├── NCCc_multivariate.m ├── NCCc_univariate.m ├── NormalizedMutualInformation.m ├── README.md ├── RandIndex.m ├── SBD_multivariate.m ├── SBD_univariate.m ├── docs └── kShape.png ├── kShape_multivariate.m └── kShape_univariate.m /AdjustedRandIndex.m: -------------------------------------------------------------------------------- 1 | function ari = AdjustedRandIndex(p1, p2) 2 | N = length(p1); 3 | [~, ~, p1] = unique(p1); 4 | N1 = max(p1); 5 | [~, ~, p2] = unique(p2); 6 | N2 = max(p2); 7 | 8 | for i=1:1:N1 9 | for j=1:1:N2 10 | G1 = find(p1==i); 11 | G2 = find(p2==j); 12 | n(i,j) = length(intersect(G1,G2)); 13 | end 14 | end 15 | 16 | ssm = 0; 17 | sm1 = 0; 18 | sm2 = 0; 19 | for i=1:1:N1 20 | for j=1:1:N2 21 | ssm = ssm + nchoosek2(n(i,j),2); 22 | end 23 | end 24 | temp = sum(n,2); 25 | for i=1:1:N1 26 | sm1 = sm1 + nchoosek2(temp(i),2); 27 | end 28 | temp = sum(n,1); 29 | for i=1:1:N2 30 | sm2 = sm2 + nchoosek2(temp(i),2); 31 | end 32 | NN = ssm - sm1*sm2/nchoosek2(N,2); 33 | DD = (sm1 + sm2)/2 - sm1*sm2/nchoosek2(N,2); 34 | 35 | if (NN == 0 && DD==0) 36 | ari = 1; 37 | else 38 | ari = NN/DD; 39 | end 40 | 41 | 42 | function c = nchoosek2(a,b) 43 | if a>1 44 | c = nchoosek(a,b); 45 | else 46 | c = 0; 47 | end 48 | end 49 | end 50 | -------------------------------------------------------------------------------- /DATASETS/Coffee/Coffee_TEST: -------------------------------------------------------------------------------- 1 | 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29 | -------------------------------------------------------------------------------- /DEMO_multivariate.m: -------------------------------------------------------------------------------- 1 | function DEMO_multivariate(DataSetStartIndex, DataSetEndIndex, thisrun) 2 | 3 | Datasets = []; 4 | f = dir('MULTIVARIATE_DATASETS'); 5 | for i = 3:length(f) 6 | Datasets = [Datasets; cellstr(f(i).name)]; 7 | end 8 | 9 | % Sort Datasets 10 | [Datasets, DSOrder] = sort(Datasets); 11 | 12 | rand_idxs = zeros(length(Datasets),1); 13 | timing_idxs = zeros(length(Datasets),1); 14 | results = zeros(length(Datasets),2); 15 | 16 | for i = 1:length(Datasets) 17 | if (i>=DataSetStartIndex & i<=DataSetEndIndex) 18 | display(['Dataset being processed: ', char(Datasets(i))]); 19 | DS = LoadUAEdataset(char(Datasets(i))); 20 | for rep = 1 : 1 21 | [labels centroids] = kShape_multivariate(DS.Data, length(DS.ClassNames)); 22 | disp(RandIndex(labels, DS.DataClassLabels)) 23 | disp(AdjustedRandIndex(labels, DS.DataClassLabels)) 24 | disp(NormalizedMutualInformation(labels, DS.DataClassLabels)) 25 | end 26 | end 27 | end 28 | 29 | end 30 | -------------------------------------------------------------------------------- /DEMO_univariate.m: -------------------------------------------------------------------------------- 1 | function DEMO_univariate(DataSetStartIndex, DataSetEndIndex, thisrun) 2 | 3 | Datasets = []; 4 | f = dir('DATASETS'); 5 | for i = 3:length(f) 6 | Datasets = [Datasets; cellstr(f(i).name)]; 7 | end 8 | 9 | % Sort Datasets 10 | [Datasets, DSOrder] = sort(Datasets); 11 | 12 | rand_idxs = zeros(length(Datasets),1); 13 | timing_idxs = zeros(length(Datasets),1); 14 | results = zeros(length(Datasets),2); 15 | 16 | for i = 1:length(Datasets) 17 | if (i>=DataSetStartIndex & i<=DataSetEndIndex) 18 | display(['Dataset being processed: ', char(Datasets(i))]); 19 | DS = LoadUCRdataset(char(Datasets(i))); 20 | for rep = 1 : 1 21 | [labels centroids] = kShape_univariate(DS.Data, length(DS.ClassNames)); 22 | disp(RandIndex(labels, DS.DataClassLabels)) 23 | disp(AdjustedRandIndex(labels, DS.DataClassLabels)) 24 | disp(NormalizedMutualInformation(labels, DS.DataClassLabels)) 25 | end 26 | end 27 | end 28 | 29 | end 30 | -------------------------------------------------------------------------------- /LICENSE: -------------------------------------------------------------------------------- 1 | MIT License 2 | 3 | Copyright (c) 2022 The Datum Lab 4 | 5 | Permission is hereby granted, free of charge, to any person obtaining a copy 6 | of this software and associated documentation files (the "Software"), to deal 7 | in the Software without restriction, including without limitation the rights 8 | to use, copy, modify, merge, publish, distribute, sublicense, and/or sell 9 | copies of the Software, and to permit persons to whom the Software is 10 | furnished to do so, subject to the following conditions: 11 | 12 | The above copyright notice and this permission notice shall be included in all 13 | copies or substantial portions of the Software. 14 | 15 | THE SOFTWARE IS PROVIDED "AS IS", WITHOUT WARRANTY OF ANY KIND, EXPRESS OR 16 | IMPLIED, INCLUDING BUT NOT LIMITED TO THE WARRANTIES OF MERCHANTABILITY, 17 | FITNESS FOR A PARTICULAR PURPOSE AND NONINFRINGEMENT. IN NO EVENT SHALL THE 18 | AUTHORS OR COPYRIGHT HOLDERS BE LIABLE FOR ANY CLAIM, DAMAGES OR OTHER 19 | LIABILITY, WHETHER IN AN ACTION OF CONTRACT, TORT OR OTHERWISE, ARISING FROM, 20 | OUT OF OR IN CONNECTION WITH THE SOFTWARE OR THE USE OR OTHER DEALINGS IN THE 21 | SOFTWARE. 22 | -------------------------------------------------------------------------------- /LoadUAEdataset.m: -------------------------------------------------------------------------------- 1 | function DS = LoadUAEdataset(datasetname) 2 | 3 | DATA = h5read(['MULTIVARIATE_DATASETS/',datasetname,'/',datasetname,'_DATA.h5'], '/data'); 4 | DATA = permute(DATA, [3, 2, 1]); 5 | LABEL = h5read(['MULTIVARIATE_DATASETS/',datasetname,'/',datasetname,'_LABEL.h5'], '/data'); 6 | 7 | %DATA = zscore(DATA,[],2); 8 | 9 | DS.DataClassLabels = [LABEL+1]; 10 | DS.Data = [DATA]; 11 | DS.ClassNames = unique(LABEL); 12 | DS.DataInstancesCount = length(DS.Data(:,1)); 13 | end 14 | -------------------------------------------------------------------------------- /LoadUCRdataset.m: -------------------------------------------------------------------------------- 1 | function DS = LoadUCRdataset(datasetname) 2 | 3 | TRAIN = load(['DATASETS/',datasetname,'/',datasetname,'_TRAIN']); 4 | TEST = load(['DATASETS/',datasetname,'/',datasetname,'_TEST']); 5 | 6 | TRAIN_labels = TRAIN(:,1); 7 | TRAIN(:,1) = []; 8 | TEST_labels = TEST(:,1); 9 | TEST(:,1) = []; 10 | 11 | TRAIN = zscore(TRAIN,[],2); 12 | TEST = zscore(TEST,[],2); 13 | 14 | DS.TrainClassLabels = TRAIN_labels; 15 | DS.TestClassLabels = TEST_labels; 16 | DS.DataClassLabels = [TRAIN_labels;TEST_labels]; 17 | 18 | DS.Train = TRAIN; 19 | DS.Test = TEST; 20 | DS.Data = [TRAIN;TEST]; 21 | 22 | DS.ClassNames = unique(TRAIN_labels); 23 | 24 | DS.TrainInstancesCount = length(DS.Train(:,1)); 25 | DS.TestInstancesCount = length(DS.Test(:,1)); 26 | DS.DataInstancesCount = length(DS.Data(:,1)); 27 | end 28 | -------------------------------------------------------------------------------- /MULTIVARIATE_DATASETS/ERing/ERing_DATA.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/TheDatumOrg/kshape-matlab/95950cbefaf26365b49e4c6f98ddb1882ee35262/MULTIVARIATE_DATASETS/ERing/ERing_DATA.h5 -------------------------------------------------------------------------------- /MULTIVARIATE_DATASETS/ERing/ERing_LABEL.h5: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/TheDatumOrg/kshape-matlab/95950cbefaf26365b49e4c6f98ddb1882ee35262/MULTIVARIATE_DATASETS/ERing/ERing_LABEL.h5 -------------------------------------------------------------------------------- /NCCc_multivariate.m: -------------------------------------------------------------------------------- 1 | function cc_sequence = NCCc_multivariate(x,y) 2 | 3 | if isrow(x) 4 | x=x'; 5 | end 6 | if isrow(y) 7 | y=y'; 8 | end 9 | 10 | x = squeeze(x); 11 | y = squeeze(y); 12 | 13 | len = length(x); 14 | 15 | fftlength = 2^nextpow2(2*len-1); 16 | r = ifft(fft(x,fftlength,1) .* conj(fft(y,fftlength,1))); 17 | r = [r(end-len+2:end, :) ; r(1:len, :)]; 18 | 19 | 20 | if norm(vecnorm(x,2,2))*norm(vecnorm(y,2,2)) < 1e-9; 21 | cc_sequence = zeros(1, size(x, 1)); 22 | return; 23 | else 24 | cc_sequence = sum(r, 2)./(norm(vecnorm(x,2,2))*norm(vecnorm(y,2,2))); 25 | end 26 | -------------------------------------------------------------------------------- /NCCc_univariate.m: -------------------------------------------------------------------------------- 1 | function cc_sequence = NCCc_univariate(x,y) 2 | 3 | if isrow(x) 4 | x=x'; 5 | end 6 | if isrow(y) 7 | y=y'; 8 | end 9 | 10 | len = length(x); 11 | 12 | fftlength = 2^nextpow2(2*len-1); 13 | r = ifft( fft(x,fftlength) .* conj(fft(y,fftlength)) ); 14 | 15 | r = [r(end-len+2:end) ; r(1:len)]; 16 | 17 | cc_sequence = r./(norm(x)*norm(y)); 18 | -------------------------------------------------------------------------------- /NormalizedMutualInformation.m: -------------------------------------------------------------------------------- 1 | function z = NormalizedMutualInformation(x, y) 2 | assert(numel(x) == numel(y)); 3 | n = numel(x); 4 | x = reshape(x,1,n); 5 | y = reshape(y,1,n); 6 | 7 | l = min(min(x),min(y)); 8 | x = x-l+1; 9 | y = y-l+1; 10 | k = max(max(x),max(y)); 11 | 12 | idx = 1:n; 13 | Mx = sparse(idx,x,1,n,k,n); 14 | My = sparse(idx,y,1,n,k,n); 15 | 16 | Pxy = nonzeros(Mx'*My/n); 17 | Hxy = -dot(Pxy,log2(Pxy)); 18 | 19 | Px = nonzeros(mean(Mx,1)); 20 | Py = nonzeros(mean(My,1)); 21 | Hx = -dot(Px,log2(Px)); 22 | Hy = -dot(Py,log2(Py)); 23 | 24 | MI = Hx + Hy - Hxy; 25 | 26 | z = sqrt((MI/Hx)*(MI/Hy)); 27 | z = max(0,z); 28 | -------------------------------------------------------------------------------- /README.md: -------------------------------------------------------------------------------- 1 | # *k*-Shape: Efficient and Accurate Clustering of Time Series 2 | 3 | *k*-Shape is a highly accurate and efficient unsupervised method for ***univariate*** and ***multivariate*** time-series clustering. *k*-Shape appeared at the ***ACM SIGMOD 2015*** conference, where it was selected as one of the (2) ***best papers*** and received the inaugural ***2015 ACM SIGMOD Research Highlight Award***. An extended version appeared in the ***ACM TODS 2017*** journal. Since then, *k*-Shape has achieved state-of-the-art performance in both ***univariate*** and ***multivariate*** time-series datasets (i.e., *k*-Shape is among the fastest and most accurate time-series clustering methods, ranked in the top positions of established benchmarks with 100+ datasets). 4 | 5 | *k*-Shape has been widely adopted across scientific areas (e.g., computer science, social science, space science, engineering, econometrics, biology, neuroscience, and medicine), Fortune 100-500 enterprises (e.g., Exelon, Nokia, and many financial firms), and organizations such as the European Space Agency. 6 | 7 | If you use *k*-Shape in your project or research, cite the following two papers: 8 | 9 | * [ACM SIGMOD 2015](https://www.paparrizos.org/papers/PaparrizosSIGMOD15.pdf) 10 | * [ACM TODS 2017](https://www.paparrizos.org/papers/PaparrizosTODS17.pdf) 11 | 12 | ## References 13 | 14 | > "k-Shape: Efficient and Accurate Clustering of Time Series"
15 | > John Paparrizos and Luis Gravano
16 | > 2015 ACM SIGMOD International Conference on Management of Data (**ACM SIGMOD 2015**)
17 | 18 | ```bibtex 19 | @inproceedings{paparrizos2015k, 20 | title={{k-Shape: Efficient and Accurate Clustering of Time Series}}, 21 | author={Paparrizos, John and Gravano, Luis}, 22 | booktitle={Proceedings of the 2015 ACM SIGMOD international conference on management of data}, 23 | pages={1855--1870}, 24 | year={2015} 25 | } 26 | ``` 27 | 28 | > "Fast and Accurate Time-Series Clustering"
29 | > John Paparrizos and Luis Gravano
30 | > ACM Transactions on Database Systems (**ACM TODS 2017**), volume 42(2), pages 1-49
31 | 32 | ```bibtex 33 | @article{paparrizos2017fast, 34 | title={{Fast and Accurate Time-Series Clustering}}, 35 | author={Paparrizos, John and Gravano, Luis}, 36 | journal={ACM Transactions on Database Systems (ACM TODS)}, 37 | volume={42}, 38 | number={2}, 39 | pages={1--49}, 40 | year={2017} 41 | } 42 | ``` 43 | 44 | ## Acknowledgements 45 | 46 | We thank [Teja Bogireddy](https://github.com/bogireddytejareddy) for his valuable help on this repository. 47 | 48 | # *k*-Shape's Matlab Repository 49 | 50 | This repository contains the Matlab implementation for *k*-Shape. For the Python version, check [here](https://github.com/thedatumorg/kshape-python). 51 | 52 | ## Data 53 | 54 | To ease reproducibility, we share our results over two established benchmarks: 55 | 56 | * The UCR Univariate Archive, which contains 128 univariate time-series datasets. 57 | * Download all 128 preprocessed datasets [here](https://www.thedatum.org/datasets/UCR2022_DATASETS.zip). 58 | * The UAE Multivariate Archive, which contains 28 multivariate time-series datasets. 59 | * Download the first 14 preprocessed datasets [here](https://www.thedatum.org/datasets/UAE2022_DATASETS_1.zip). 60 | * Download the remaining 14 preprocessed datasets [here](https://www.thedatum.org/datasets/UAE2022_DATASETS_2.zip). 61 | 62 | For the preprocessing steps check [here](https://github.com/thedatumorg/UCRArchiveFixes). 63 | 64 | 65 | ## Usage 66 | 67 | ### Univariate Example 68 | ``` 69 | $ matlab 70 | > Datasets = [cellstr('Coffee')] 71 | > DS = LoadUCRdataset(char(Datasets(i))) 72 | > [labels centroids] = kShape_univariate(DS.Data, length(DS.ClassNames)); 73 | ``` 74 | ### Multivariate Example 75 | ``` 76 | $ matlab 77 | > Datasets = [cellstr('ERing')] 78 | > DS = LoadUAEdataset(char(Datasets(i))) 79 | > [labels centroids] = kShape_multivariate(DS.Data, length(DS.ClassNames)); 80 | ``` 81 | 82 | Check the [Univariate](https://github.com/thedatumorg/kshape-matlab/blob/main/DEMO_univariate.m) and [Multivariate](https://github.com/thedatumorg/kshape-matlab/blob/main/DEMO_multivariate.m) code examples for benchmarking on the UCR and UAE datasets, respectively. 83 | 84 | 85 | ## Results 86 | 87 | The following tables contain the average Rand Index (RI), Adjusted Rand Index (ARI), and Normalized Mutual Information (NMI) accuracy values over 10 runs for *k*-Shape on the univariate and multivariate datasets. 88 | 89 | Note: We collected the results using a single core implementation. 90 | 91 | Server Specifications: Dual Intel(R) Xeon(R) Silver 4116 (24 cores/48 HT), 2.10 GHz, 196GB RAM. 92 | 93 | ### Results on the 128 univariate datasets: 94 | 95 | | Datasets | RI | ARI | NMI | Runtime (secs) | 96 | |:-----------------------:|:------------:|:------------:|:------------:|:-----------:| 97 | | ACSF1 | 0.720130 | 0.133853 | 0.38816 | 16.44156 | 98 | | Adiac | 0.950243 | 0.245107 | 0.5885544 | 65.73705 | 99 | | AllGestureWiimoteX | 0.8312724 | 0.097974 | 0.206865 | 44.08482 | 100 | | AllGestureWiimoteY | 0.8322620 | 0.1298562 | 0.2612072 | 41.394241 | 101 | | AllGestureWiimoteZ | 0.8305639 | 0.0805551 | 0.1834998| 36.600462| 102 | | ArrowHead | 0.623006 | 0.17425450 | 0.2533444| 1.3054324 | 103 | | BME | 0.623202 | 0.1905601 | 0.2877219 | 0.4999676 | 104 | | Beef | 0.6586440 | 0.093608 | 0.27548189 | 0.8396471 | 105 | | BeetleFly | 0.52217948 | 0.04438771 | 0.05563189 | 0.536824 | 106 | | BirdChicken | 0.557179 | 0.1147453 | 0.1115865 | 0.3971603 | 107 | | CBF | 0.8754116 | 0.7241217 | 0.76718 | 2.6086939 | 108 | | Car | 0.662184 | 0.135845 | 0.2161395 | 2.8708315 | 109 | | Chinatown | 0.5275538 | 0.043759 | 0.016924 | 0.3752007 | 110 | | ChlorineConcentration | 0.5261843 | -0.0009891 | 0.0007648 | 45.2590362 | 111 | | CinCECGTorso | 0.63144 | 0.0627054 | 0.105833 | 118.6877229 | 112 | | Coffee | 0.7746103 | 0.549642 | 0.5130821 | 0.1543948 | 113 | | Computers | 0.5296809 | 0.05959965 | 0.0573684 | 4.7628411 | 114 | | CricketX | 0.86968 | 0.17770 | 0.358468 | 18.7591078 | 115 | | CricketY | 0.8716223 | 0.202953 | 0.372466 | 20.3061207 | 116 | | CricketZ | 0.8708478 | 0.181479 | 0.366086 | 23.5766044 | 117 | | Crop | 0.922896 | 0.2378824 | 0.4379565 | 2016.38332 | 118 | | DiatomSizeReduction | 0.919138 | 0.8000443 | 0.82079 | 2.0050213 | 119 | | DistalPhalanxOutlineAgeGroup | 0.7089805 | 0.40880 | 0.3327341 | 1.8217814 | 120 | | DistalPhalanxOutlineCorrect | 0.4994557 | -0.0010303 | 2.97467e-05 | 0.9867624 | 121 | | DistalPhalanxTW | 0.861218 | 0.66677209 | 0.5412476 | 2.6783893 | 122 | | DodgerLoopDay | 0.7667177 | 0.2080549 | 0.403120 | 1.537474 | 123 | | DodgerLoopGame | 0.5592195 | 0.118973 | 0.1007804 | 0.4339152 | 124 | | DodgerLoopWeekend | 0.883705 | 0.7639901 | 0.726488 | 0.4244024 | 125 | | ECG200 | 0.615723 | 0.221028 | 0.1355204 | 0.3517059 | 126 | | ECG5000 | 0.794273 | 0.5789588 | 0.551086 | 62.80226 | 127 | | ECGFiveDays | 0.8450622 | 0.69024 | 0.65035860 | 1.9896606 | 128 | | EOGHorizontalSignal | 0.8621825 | 0.22106 | 0.3988588 | 76.3076898 | 129 | | EOGVerticalSignal | 0.8712630 | 0.1987407 | 0.3630311 | 136.628252 | 130 | | Earthquakes | 0.515463 | 0.002441935 | 0.00365934 | 5.8951894 | 131 | | ElectricDevices | 0.699713 | 0.08102712 | 0.1900975 | 798.8596981 | 132 | | EthanolLevel | 0.622721 | 0.0032826 | 0.0076| 63.510865 | 133 | | FaceAll | 0.914647 | 0.446507 | 0.621303 | 77.628496 | 134 | | FaceFour | 0.756274 | 0.37390466 | 0.459848 | 0.666998 | 135 | | FacesUCR | 0.905414 | 0.407250 | 0.602981 | 82.0091669 | 136 | | FiftyWords | 0.951268 | 0.353808 | 0.646822 | 77.2777564 | 137 | | Fish | 0.78469 | 0.1885622 | 0.31931 | 7.698090 | 138 | | FordA | 0.5729417 | 0.14588 | 0.108051 | 392.9051991 | 139 | | FordB | 0.512885 | 0.025769 | 0.0192114 | 338.176240 | 140 | | FreezerRegularTrain | 0.638638 | 0.277277 | 0.211358 | 21.8496562 | 141 | | FreezerSmallTrain | 0.63912 | 0.2782464 | 0.2121770 | 20.948636 | 142 | | Fungi | 0.8383608 | 0.370585 | 0.7441787 | 2.4766722 | 143 | | GestureMidAirD1 | 0.944996 | 0.2924181 | 0.630078 | 20.7455286 | 144 | | GestureMidAirD2 | 0.945983 | 0.32512 | 0.668287 | 17.3725095 | 145 | | GestureMidAirD3 | 0.93191 | 0.1287144 | 0.462995 | 20.0660984 | 146 | | GesturePebbleZ1 | 0.882812| 0.58672 | 0.672185 | 5.3699548 | 147 | | GesturePebbleZ2 | 0.865687 | 0.531216 | 0.627707 | 5.6506422 | 148 | | GunPoint | 0.497487 | -0.005050 | 0.0 | 0.27812729 | 149 | | GunPointAgeSpan | 0.532133 | 0.06442548 | 0.0534333 | 0.8154745 | 150 | | GunPointMaleVersusFemale | 0.7919389 | 0.583864 | 0.574584 | 0.9656176 | 151 | | GunPointOldVersusYoung | 0.518569 | 0.0371419 | 0.02792863 | 0.8558587 | 152 | | Ham | 0.5251766 | 0.050364 | 0.0393745 | 1.4598628 | 153 | | HandOutlines | 0.684268 | 0.36275| 0.2533 | 108.3821474 | 154 | | Haptics | 0.683934 | 0.06481423 | 0.088467| 18.5722705 | 155 | | Herring | 0.5018085 | 0.0038426 | 0.0079538 | 0.5510935 | 156 | | HouseTwenty | 0.518445 | 0.036408 | 0.0294433 | 8.1808792 | 157 | | InlineSkate | 0.7349455 | 0.035525 | 0.1013887 | 60.3541959 | 158 | | InsectEPGRegularTrain | 0.7080033 | 0.3670333 | 0.3815031 | 6.3469509 | 159 | | InsectEPGSmallTrain | 0.706829 | 0.3643330 | 0.381449 | 6.4372878 | 160 | | InsectWingbeatSound | 0.817402 | 0.203979 | 0.417454 | 106.50463 | 161 | | ItalyPowerDemand | 0.632077 | 0.2643881| 0.2290163 | 1.142456 | 162 | | LargeKitchenAppliances | 0.5959861 | 0.1587658 | 0.158297 | 19.1498729 | 163 | | Lightning2 | 0.531735 | 0.057807 | 0.091983 | 1.2679817 | 164 | | Lightning7 | 0.809829 | 0.3245682 | 0.5033405 | 2.9859982 | 165 | | Mallat | 0.9280703 | 0.7319002 | 0.880742 | 63.637825 | 166 | | Meat | 0.81152 | 0.598769 | 0.6618977 | 0.769969 | 167 | | MedicalImages | 0.6758102 | 0.0728651 | 0.2273344 | 21.5877388 | 168 | | MelbournePedestrian | 0.870859 | 0.352634 | 0.475787 | 53.1154542 | 169 | | MiddlePhalanxOutlineAgeGroup | 0.72316083 | 0.4075420 | 0.3944312 | 1.2056471 | 170 | | MiddlePhalanxOutlineCorrect | 0.49977174 | -0.003736340 | 0.0008948 | 1.3280515 | 171 | | MiddlePhalanxTW | 0.824102 | 0.516091 | 0.4439475 | 4.2374399 | 172 | | MixedShapesRegularTrain | 0.813364 | 0.454867 | 0.517074 | 281.8805552 | 173 | | MixedShapesSmallTrain | 0.8043481 | 0.42862725 | 0.4831717 | 132.92262 | 174 | | MoteStrain | 0.803214 | 0.606398 | 0.4989154 | 1.9564175 | 175 | | NonInvasiveFetalECGThorax1 | 0.950663 | 0.3284714 | 0.673888 | 983.400489 | 176 | | NonInvasiveFetalECGThorax2 | 0.966616 | 0.460978 | 0.7620196 | 914.974343 | 177 | | OSULeaf | 0.7845599 | 0.26266825 | 0.36322052 | 5.6948894 | 178 | | OliveOil | 0.84537 | 0.641611 | 0.6482696 | 0.9241004 | 179 | | PLAID | 0.8575927 | 0.2757823 | 0.400212 | 139.861927 | 180 | | PhalangesOutlinesCorrect | 0.50535451 | 0.01068759 | 0.0102117 | 3.467281 | 181 | | Phoneme | 0.9278681 | 0.034855 | 0.21230 | 284.5056299 | 182 | | PickupGestureWiimoteZ | 0.856000 | 0.273205 | 0.520960 | 0.959337 | 183 | | PigAirwayPressure | 0.912801 | 0.02888090 | 0.4359559 | 108.75665 | 184 | | PigArtPressure | 0.957855 | 0.25324 | 0.7065518 | 85.6010015 | 185 | | PigCVP | 0.960429 | 0.185662 | 0.65441 | 95.0936539 | 186 | | Plane | 0.9271633 | 0.73900812 | 0.85989 | 0.5993027 | 187 | | PowerCons | 0.603472 | 0.2073108 | 0.192511 | 1.0429059 | 188 | | ProximalPhalanxOutlineAgeGroup | 0.770749274 | 0.513001 | 0.476826 | 1.5074031 | 189 | | ProximalPhalanxOutlineCorrect | 0.534142 | 0.0669039 | 0.0861243 | 0.5041136 | 190 | | ProximalPhalanxTW | 0.8290153 | 0.5644440 | 0.5501682 | 2.0008952 | 191 | | RefrigerationDevices | 0.557799 | 0.00591210 | 0.007814 | 14.5373435 | 192 | | Rock | 0.703975 | 0.2364493 | 0.34588788 | 14.234106 | 193 | | ScreenType | 0.559913 | 0.01123146 | 0.0121790 | 19.1829763 | 194 | | SemgHandGenderCh2 | 0.5466622 | 0.092221 | 0.058817 | 12.8683178 | 195 | | SemgHandMovementCh2 | 0.7444837 | 0.1319358 | 0.2250277 | 62.862215 | 196 | | SemgHandSubjectCh2 | 0.7296606 | 0.2050891 | 0.2754994 | 49.4141228 | 197 | | ShakeGestureWiimoteZ | 0.901898 | 0.462442 | 0.6747047 | 1.5737051 | 198 | | ShapeletSim | 0.7377881 | 0.4757332 | 0.447908 | 0.9869574 | 199 | | ShapesAll | 0.9780872 | 0.4180266 | 0.740378 | 166.1683117 | 200 | | SmallKitchenAppliances | 0.3737210 | 0.0012730 | 0.0217231 | 4.4734788 | 201 | | SmoothSubspace | 0.627010 | 0.164396 | 0.179225 | 2.1865543 | 202 | | SonyAIBORobotSurface1 | 0.675473 | 0.3505679 | 0.35182660 | 1.6894352 | 203 | | SonyAIBORobotSurface2 | 0.6000775 | 0.1939438 | 0.1365685 | 2.9754101 | 204 | | StarLightCurves | 0.766313 | 0.5122511 | 0.6024638 | 964.46397 | 205 | | Strawberry | 0.504165 | -0.019398 | 0.12339 | 4.6568317 | 206 | | SwedishLeaf | 0.8957285 | 0.32160817 | 0.5586813 | 24.8132561 | 207 | | Symbols | 0.889196 | 0.6500050 | 0.7775430 | 11.0962628 | 208 | | SyntheticControl | 0.88920255 | 0.613962 | 0.710865 | 2.6594387 | 209 | | ToeSegmentation1 | 0.5020124 | 0.00407319 | 0.0050804 | 1.2348743 | 210 | | ToeSegmentation2 | 0.635188 | 0.26236656 | 0.210026 | 0.8832202 | 211 | | Trace | 0.6985025 | 0.4320041 | 0.58108 | 0.748028 | 212 | | TwoLeadECG | 0.5448122 | 0.0896479 | 0.06946036 | 4.2016234 | 213 | | TwoPatterns | 0.687406 | 0.2354546 | 0.3377804 | 67.9150568 | 214 | | UMD | 0.601005 | 0.12067420 | 0.1685033 | 0.6761436 | 215 | | UWaveGestureLibraryAll | 0.91405589 | 0.6146967 | 0.682234 | 306.4056649 | 216 | | UWaveGestureLibraryX | 0.856831 | 0.364044 | 0.4629476 | 164.2872381 | 217 | | UWaveGestureLibraryY | 0.829982 | 0.2456431 | 0.34295234 | 302.7145652 | 218 | | UWaveGestureLibraryZ | 0.8466015 | 0.34710914 | 0.456047 | 186.73311 | 219 | | Wafer | 0.538320 | 0.0138277 | 0.00342959 | 32.045277 | 220 | | Wine | 0.4964785 | -0.0051879 | 0.0010564 | 0.5772297 | 221 | | WordSynonyms | 0.8955053 | 0.226308983 | 0.4521644651 | 45.8095883 | 222 | | Worms | 0.6517901 | 0.0400797 | 0.064035 | 5.9496994 | 223 | | WormsTwoClass | 0.502826 | 0.0054806 | 0.0083700 | 2.8476746 | 224 | | Yoga | 0.4999203 | -0.00026 | 0.00015200 | 151.1891111 | 225 | 226 | 227 | ### Results on the 28 multivariate datasets: 228 | 229 | | Datasets | RI | ARI | NMI | Runtime (secs) | 230 | |:-----------------------:|:------------:|:------------:|:------------:|:-----------:| 231 | | ArticularyWordRecognition | 0.77671625 | 0.07149355 | 0.3011789 | 1546.01149 | 232 | | AtrialFibrillation | 0.5687356 | 0.011988 | 0.0802680 | 35.360911 | 233 | | BasicMotions | 0.8301898 | 0.5432472 | 0.598455 | 30.48984 | 234 | | CharacterTrajectories | 0.6844712 | 0.1070294 | 0.322181 | 2456.18020 | 235 | | Cricket | 0.8356548 | 0.276009 | 0.5089841 | 1429.36256 | 236 | | DuckDuckGeese | 0.632848 | 0.01925416 | 0.0776541 | 8474.327226 | 237 | | ERing | 0.81792419 | 0.36732625 | 0.455813686 | 163.9078219 | 238 | | Epilepsy | 0.7984578 | 0.4743980 | 0.51779585 | 268.4851809 | 239 | | EthanolConcentration | 0.5652897 | -0.00074536 | 0.003556034 | 611.921332 | 240 | | FaceDetection | 0.5000501 | 0.00010108 | 0.00015046 | 169734.49986 | 241 | | FingerMovements | 0.4999246 | 0.00077181 | 0.00301908 | 146.7177615 | 242 | | HandMovementDirection | 0.564685 | 0.0005354 | 0.015490 | 653.58844 | 243 | | Handwriting | 0.9088080 | 0.0331515 | 0.204900 | 1473.25828 | 244 | | Heartbeat | 0.5034637 | -0.001199 | 0.00083743 | 2197.214505 | 245 | | InsectWingbeat | 0.75276 | 0.00145 | 0.00373 | 868301.6473 246 | | JapaneseVowels | 0.77892996 | 0.0648988 | 0.143400 | 386.25808 | 247 | | LSST | 0.78172231 | 0.05318 | 0.099389 | 2098.3571827 | 248 | | Libras | 0.869726095 | 0.172633 | 0.419726 | 405.35505 | 249 | | MotorImagery | 0.5006273 | 0.0014968 | 0.00320020 | 10928.88054 | 250 | | NATOPS | 0.735945 | 0.0859692 | 0.14600909 | 514.7707 | 251 | | PenDigits | 0.7892067 | 0.163134 | 0.291098 | 1503.162750 | 252 | | PhonemeSpectra | 0.9443979 | 0.0189895 | 0.119970 | 13252.5714916 | 253 | | RacketSports | 0.607855 | 0.0429515 | 0.0708733 | 107.0638691 | 254 | | SelfRegulationSCP1 | 0.542662 | 0.0854783 | 0.072874 | 1256.628221 | 255 | | SelfRegulationSCP2 | 0.499026 | -0.00194560 | 0.000499 | 1021.38219 | 256 | | SpokenArabicDigits | 0.844546 | 0.2130830 | 0.332006 | 6801.11004 | 257 | | StandWalkJump | 0.58490 | 0.11269 | 0.185295 | 623.50776 | 258 | | UWaveGestureLibrary | 0.77915 | 0.1928167 | 0.3521283 | 785.27181 | 259 | 260 | 261 | -------------------------------------------------------------------------------- /RandIndex.m: -------------------------------------------------------------------------------- 1 | function RI=RandIndex(c1,c2) 2 | C=Contingency(c1,c2); 3 | 4 | n=sum(sum(C)); 5 | nis=sum(sum(C,2).^2); 6 | njs=sum(sum(C,1).^2); 7 | 8 | t1=nchoosek(n,2); 9 | t2=sum(sum(C.^2)); 10 | t3=.5*(nis+njs); 11 | 12 | A=t1+t2-t3; 13 | 14 | RI=A/t1; 15 | end 16 | 17 | function Cont=Contingency(Mem1,Mem2) 18 | Cont=zeros(max(Mem1),max(Mem2)); 19 | 20 | for i = 1:length(Mem1); 21 | Cont(Mem1(i),Mem2(i))=Cont(Mem1(i),Mem2(i))+1; 22 | end 23 | end 24 | -------------------------------------------------------------------------------- /SBD_multivariate.m: -------------------------------------------------------------------------------- 1 | function [yshift]= SBD_multivariate(x,y) 2 | 3 | if iscolumn(x) 4 | x=x'; 5 | end 6 | if iscolumn(y) 7 | y=y'; 8 | end 9 | 10 | X1=NCCc_multivariate(x,y); 11 | [m,d]=max(X1); 12 | 13 | shift=d-max(length(x),length(y)); 14 | 15 | if shift < 0 16 | t = permute(y(1, 1:end, :), [1, 3, 2]); 17 | yshift = [t(1, -shift+1:end) zeros(1, -shift)]; 18 | else 19 | t = permute(y(1, 1:end, :), [1, 3, 2]); 20 | yshift = [zeros(1,shift) t(1, 1:end-shift)]; 21 | end 22 | 23 | yshift = reshape(yshift, 1, size(y, 3), size(y, 2)); 24 | yshift = permute(yshift, [1, 3, 2]); 25 | end 26 | -------------------------------------------------------------------------------- /SBD_univariate.m: -------------------------------------------------------------------------------- 1 | function [dist shift yshift]= SBD_univariate(x,y) 2 | 3 | if iscolumn(x) 4 | x=x'; 5 | end 6 | if iscolumn(y) 7 | y=y'; 8 | end 9 | 10 | X1=NCCc_univariate(x,y); 11 | 12 | [m,d]=max(X1); 13 | 14 | shift=d-max(length(x),length(y)); 15 | 16 | if shift < 0 17 | yshift = [y(-shift + 1:end) zeros(1, -shift)]; 18 | else 19 | yshift = [zeros(1,shift) y(1:end-shift) ]; 20 | end 21 | 22 | dist = 1-m; 23 | 24 | end 25 | -------------------------------------------------------------------------------- /docs/kShape.png: -------------------------------------------------------------------------------- https://raw.githubusercontent.com/TheDatumOrg/kshape-matlab/95950cbefaf26365b49e4c6f98ddb1882ee35262/docs/kShape.png -------------------------------------------------------------------------------- /kShape_multivariate.m: -------------------------------------------------------------------------------- 1 | function [mem cent] = kShape_multivariate(A, K) 2 | 3 | m=size(A, 1); 4 | mem = ceil(K*rand(m, 1)); 5 | cent = zeros(K, size(A, 2), size(A, 3)); 6 | 7 | for iter = 1:100 8 | prev_mem = mem; 9 | for k = 1:K 10 | u_cent = kshape_centroid(mem, A, k, cent(k,:,:)); 11 | for p = 1:size(A, 3) 12 | cent(k,:,p) = u_cent; 13 | end 14 | end 15 | 16 | for i = 1:m 17 | for k = 1:K 18 | dist = 1-max(NCCc_multivariate(A(i,:,:), cent(k,:,:))); 19 | D(i,k) = dist; 20 | end 21 | end 22 | 23 | [val mem] = min(D,[],2); 24 | if norm(prev_mem-mem) == 0 25 | break; 26 | end 27 | end 28 | end 29 | 30 | 31 | function centroid = kshape_centroid(mem, A, k, cur_center) 32 | 33 | a = []; 34 | for i=1:length(mem) 35 | if mem(i) == k 36 | if sum(cur_center) == 0 37 | opt_a = A(i,:, :); 38 | else 39 | [opt_a] = SBD_multivariate(cur_center, A(i,:,:)); 40 | end 41 | a = [a; opt_a]; 42 | end 43 | end 44 | 45 | if size(a,1) == 0; 46 | centroid = zeros(1, size(A,2)); 47 | return; 48 | end; 49 | 50 | [m, ncolumns, channel]=size(a); 51 | [Y mean2 std2] = zscore(a,[],2); 52 | 53 | S = Y(:, :, 1)' * Y(:, :, 1); 54 | P = (eye(ncolumns) - 1 / ncolumns * ones(ncolumns)); 55 | M = P*S*P; 56 | 57 | [V D] = eigs(M,1); 58 | centroid = V(:,1); 59 | 60 | fd1 = []; 61 | fd2 = []; 62 | for p=1:size(a,1) 63 | ts1 = 0; 64 | ts2 = 0; 65 | for q=1:size(a,3) 66 | s1 = norm(a(p,:,q) - centroid', 'fro') * norm(a(p,:,q) - centroid', 'fro'); 67 | s2 = norm(a(p,:,q) + centroid', 'fro') * norm(a(p,:,q) + centroid', 'fro'); 68 | ts1 = ts1 + s1; 69 | ts2 = ts2 + s2; 70 | end 71 | fd1 = [fd1; sqrt(ts1)]; 72 | fd2 = [fd2; sqrt(ts2)]; 73 | end 74 | 75 | finddistance1 = sum(fd1); 76 | finddistance2 = sum(fd2); 77 | 78 | if (finddistance1