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Julia implementation of unsupervised learning methods for time series datasets. It provides functionality for clustering and aggregating, detecting motifs, and quantifying similarity between time series datasets.

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holgerteichgraeber/TimeSeriesClustering.jl

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ClustForOpt

License

julia implementation of using different clustering methods for finding representative perdiods for the optimization of energy systems.

Installation

This package runs under julia v0.6. This package is not officielly registered. Install using:

Pkg.clone("https://github.com/holgerteichgraeber/ClustForOpt.jl.git") 

Then, seperately install TimeWarp.jl using

Pkg.clone("https://github.com/holgerteichgraeber/TimeWarp.jl.git") 

Supported clustering methods

The following combinations of clustering method and representation are supported by run_clust():

Name method argument representation argument
k-means clustering <kmeans> <centroid>
k-means clustering with medoid representation <kmeans> <medoid>
k-medoids clustering (partitional) <kmedoids> <centroid>
k-medoids clustering (exact) [requires Gurobi] <kmedoids_exact> <centroid>
hierarchical clustering with centroid representation <hierarchical> <centroid>
hierarchical clustering with medoid representation <hierarchical> <medoid>
DTW barycenter averaging (DBA) clustering <dbaclust> <centroid>
k-shape clustering <kshape> <centroid>

Example use of run_clust()

n_init is chosen small (3) as an example for the function to run fast, the partitional clustering methods should usually be initialized with higher numbers to get close to the globally best solution.

using ClustForOpt

 # default kmeans + centroid
run_clust("GER","battery";n_init=3)

 #  kmeans + medoid
run_clust("GER","battery";representation="medoid",n_init=3)
 
 #  kmedoids + medoid (partitional)
run_clust("GER","battery";method="kmedoids",representation="medoid",n_init=3) 

 # kmedoids + medoid (exact)
using Gurobi
env = Gurobi.Env()
run_clust("GER","battery";method="kmedoids_exact",representation="medoid",n_init=3,gurobi_env=env) 

 #  hierarchical + centroid 
run_clust("GER","battery";method="hierarchical",representation="centroid",n_init=1) 

 #  hierarchical + medoid 
run_clust("GER","battery";method="hierarchical",representation="medoid",n_init=1) 

 #  dbaclust + centroid (single core, for parallel runs, use parallel version)
run_clust("GER","battery";method="dbaclust",representation="centroid",n_init=3,iterations=50,rad_sc_min=0,rad_sc_max=1,inner_iterations=30)

General workflow

Run clustering method with the respective optimization problem first: run_clust(). This will generate a jld2 file with resulting clusters, cluster assignments, and optimization problem outcomes. Then, use result analysis files to analyze and interpret clustering and optimization results from folder src/results_analysis.

Parallel implementation of DBA clustering

run the file cluster_gen_dbaclust_parallel.jl on multiple cores (julia currently only allows parallelization through pmap on one node). Then use dbaclust_res_to_jld2.jl to generate jld2 file. Then proceed with result analysis similar to the general workflow.

k-shape

run the file cluster_gen_kshape.py on multiple cores. Then use kshape_res_to_jld2.jl to generate jld2 file. Then proceed with result analysis similar to the general workflow.

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Julia implementation of unsupervised learning methods for time series datasets. It provides functionality for clustering and aggregating, detecting motifs, and quantifying similarity between time series datasets.

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