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Understanding the effects of temporal energy-data aggregation on clustering quality

  • Holger Trittenbach

    Holger Trittenbach is working towards the PhD degree at Karlsruhe Institute of Technology (KIT) at the Department of Informatics. His current research interest is data mining and machine learning in the field of outlier detection and active learning.

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    , Jakob Bach

    Jakob Bach is working towards the PhD degree at Karlsruhe Institute of Technology (KIT) at the Department of Informatics. His current research interest is machine learning in the fields of feature selection and meta-learning.

    and Klemens Böhm

    Klemens Böhm is full professor at Karlsruhe Institute of Technology (KIT), since 2004. Current research topics at his chair are knowledge discovery and data mining in big data, data privacy and workflow management.

Published/Copyright: October 24, 2019

Abstract

Energy data often is available at high temporal resolution, which challenges the scalability of data-analysis methods. A common way to cope with this is to aggregate data to, say, 15-minute-interval summaries. But it often is not known how much information is lost with this, i. e., how good analysis results on aggregated data actually are. In this article, we study the effects of aggregating energy data on clustering. We propose an experimental design to compare a wide range of clustering methods found in literature. We then introduce different ways to compare clustering results obtained with different aggregation schemes. Our evaluation shows that aggregation affects the clustering quality significantly. Finally, we propose guidelines to select an aggregation scheme.

ACM CCS:

Award Identifier / Grant number: GRK 2153

Funding statement: This work was supported by the German Research Foundation (DFG) as part of the Research Training Group GRK 2153: Energy Status Data – Informatics Methods for its Collection, Analysis and Exploitation.

About the authors

Holger Trittenbach

Holger Trittenbach is working towards the PhD degree at Karlsruhe Institute of Technology (KIT) at the Department of Informatics. His current research interest is data mining and machine learning in the field of outlier detection and active learning.

Jakob Bach

Jakob Bach is working towards the PhD degree at Karlsruhe Institute of Technology (KIT) at the Department of Informatics. His current research interest is machine learning in the fields of feature selection and meta-learning.

Prof. Dr. Klemens Böhm

Klemens Böhm is full professor at Karlsruhe Institute of Technology (KIT), since 2004. Current research topics at his chair are knowledge discovery and data mining in big data, data privacy and workflow management.

Appendix A Adaptation of indices

Table 4

Overview of clustering algorithms.

AlgorithmRef.CategoryParameters
PAM[35]representative-based2k10 with maximum Silhouette
AP[36]representative-baseds(x,y)=d(x,y)*, s(x,x)=medianx,y(s(x,y)), max iterations = 1000, λ=0.9
DBSCAN[38]density-basedminPts=1, ϵ=meanx(d1NN(x))*
Hier.avg[40]hierarchicalaverage linkage, 2k10 with maximum Silhouette
Hier.comp[40]hierarchicalcomplete linkage, 2k10 with maximum Silhouette
Hier.sin[40]hierarchicalsingle linkage, 2k10 with maximum Silhouette
Hier.ward[69]hierarchicalWard’s criterion, 2k10 with maximum Silhouette
  1. *s(·,·) = similarity, d(·,·) = dissimilarity.

Notation

Let D={x1,x2,,xm} be a set of m time series. A cluster CiD is a subset of all time series. A clustering C partitions the data set D into k clusters C1,,Ck. The dissimilarity between two time series x and x is d(x,x).

Connectivity

In the original version, high Connectivity indicates poor clustering quality [60]. We invert the index such that higher values indicate good clustering quality. As an intermediate step, we normalize Connectivity to [0,1] by dividing through the maximum Connectivity possible. Connectivity obtains its maximum if for all objects, the L nearest neighbors are assigned to a different cluster. The inverted and normalized Connectivity is:

i.Con(C)=1Con(C)|D|·l=1L1l

Davies-Bouldin Index

The original Davies-Bouldin Index [57] relies on dissimilarities between and to cluster centroids. To make the index applicable to non-representative-based algorithms, we use average-based instead of centroid-based dissimilarities. The average intra-cluster dissimilarity of a cluster Ci is:

(1)δintraavg(Ci)=1|Ci|·(|Ci|1)·x,xCi,xxd(x,x)

The average inter-cluster dissimilarity between two clusters Ci and Cj is:

(2)δinteravg(Ci,Cj)=1|Ci|·|Cj|·xCi,xCjd(x,x)

We also invert the summands of the original Davies-Bouldin definition such that higher index values indicate good clustering quality. Our generalized and inverted version of the Davies-Bouldin Index is:

i.D-B(C)=1k·CiCminCjC,ijδinteravg(Ci,Cj)δintraavg(Ci)+δintraavg(Cj)

Dunn Index

The original Dunn Index [58] is defined as the ratio of the minimum dissimilarity between any two objects in different clusters, and the maximum dissimilarity between any two objects belonging to the same cluster. We use one of the generalized forms proposed in [59] to make the index more stable and less prone to outliers. With Equation 1 and Equation 2, the generalized version of the Dunn Index is:

Dunn(C)=minCiC,CjC,ijδinteravg(Ci,Cj)maxCiCδintraavg(Ci)

External indices

We apply the normalizations proposed in [68]. We also invert the normalized van Dongen measure by subtraction from 1 such that higher values indicate good clustering quality.

Table 5

Overview of dissimilarity measures.

Diss.Ref.CategoryParametersV*
CDM+a[47]complexitySAX alphabet size = 8, compression = gzip
DTW[42]elasticb
DTW.CID[42], [52]elastic + complexityb
DTW.CORT[42], [51]elastic + lock-steptuning parameter k=2X
DTW.Band[42]elasticSakoe-Chiba window size = 10 %Xc
ERP[45]elasticgap value g=0b
L1lock-stepX
L2lock-stepX
L2.CID[52]lock-step + complexityX
L2.CORT[51]lock-steptuning parameter k=2X
Lmaxlock-stepX
PDD[50]complexityembedding dimension m by entropy heuristicXd
SBD[46]elastic
  1. * Applicable to sequences of variable length (yes/no).

  2. a We modify the formula of CDM slightly to obtain a dissimilarity in [0,1] instead of (0.5,1).

  3. b We additionally normalize the resulting dissimilarities to account for differences in length.

  4. c Undefined if lengths of sequences differ too much and therefore not used.

  5. d Undefined for sequences of length 1 and therefore not used.

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Received: 2019-04-29
Revised: 2019-07-21
Accepted: 2019-08-16
Published Online: 2019-10-24
Published in Print: 2019-04-24

© 2019 Walter de Gruyter GmbH, Berlin/Boston

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