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研究生: 邱心漁
Hsin-Yu Chiu
論文名稱: 使用自編碼器和粒子群最佳化演算法為基礎之K-means演算法於時間序列自動分群
Automatic Time Series Clustering Using Autoencoder and Particle Swarm Optimization Algorithm-Based K-means Algorithm
指導教授: 郭人介
Ren-Jieh Kuo
曾世賢
Shih-Hsien Tseng
口試委員: 林希偉
王孔政
郭人介
曾世賢
學位類別: 碩士
Master
系所名稱: 管理學院 - 工業管理系
Department of Industrial Management
論文出版年: 2023
畢業學年度: 112
語文別: 英文
論文頁數: 73
中文關鍵詞: 自編碼器自動分群粒子群優化演算法K-means演算法
外文關鍵詞: Autoencoder, Automatic clustering, Particle swarm optimization, K-means algorithm
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  • 近年來,時間序列聚類已成為數據挖掘領域的熱門研究之一,其應用也已廣
    泛應用於 各個 領域,例如金融、健康及環境等,時間序列聚類可以從大量數據中
    發現隱藏的模式和趨勢,從而提供更深入的洞察和 分析 。在聚類的問題中, 最重
    要的 步驟 即是 決定 分群 的數量, 然而 在真實資料集中,往往沒有提供合適的聚類
    數。為了解決這個問題,本研究提出一種 使用 自編碼器和粒子群優化結 演算法為
    基礎之 K-means演算法 於 時間序列自動 分群 方法。 此 方法共分為三個步驟:特徵
    擷取、初始中心點優化和數據分群。首先,在第一步中使用自編碼器來 擷 取原始
    時間序列數據的 重要 特徵。自編碼器是一種深度學習模型,它可以將高維度數據
    映射到低維度空間,同時保留原始數據的重要特徵。接著,使用粒子群優化演算
    法來優化 K-means演算法 的初始中心點,以提高時間序列自動分群的準確性和效
    率。粒子群優化演算法是一種啟發式優化方法,它模仿了鳥群覓食的行為,通過
    不斷地搜索最佳解來優化目標函數。最後,再透過 K-means演算法進行時間序列
    的聚類, K-means是一種經典的 分群 演算法,它通過計算 數據點與聚類中心的距
    離來實現分群操作。
    此方法在多個數據集及真實資料集上進行實驗,結果顯示此方法相比其他啟
    發式演算法具有更好的聚類結果。此外,本研究也將所提出的方法與特徵擷取前
    的結果 進行 比較,結果 中也 顯示 出 使用自編碼器後不僅有更好的聚類結果,也 可
    大 幅度地 減少計算時間。 綜上所述 ,本研究提出的基於自編碼器和粒子群優化結
    合 K-means演算法的時間序列自動分群方法不僅具有較好的穩定性及 分群表現
    也可以幫助從時間序列數據中發現隱藏的模式和趨勢。


    In recent years, time series clustering has become one of the hot topics in the field of data mining. Its application has been widely used in many fields, such as finance, health care and environment, etc. Time series clustering can help discover hidden patterns from large amounts of data and trends, providing deeper insight and knowledge. In clustering problems, the first step is to decide the number of clusters. However, in real-world data, the appropriate number of clusters is often not provided. To overcome this problem, this study proposes an automatic time series clustering approach based on autoencoder and particle swarm optimization algorithm combined with K-means algorithm. The proposed method employs an autoencoder used to extract the features of the original time series data. Then, the particle swarm optimization (PSO) algorithm is used to optimize the initial centers of K-means algorithm to improve the accuracy and efficiency of time series automatic clustering by determining the suitable number of clusters. Finally, time series clustering is performed through the K-means algorithm.
    This method has experimented on multiple datasets and the real dataset. The results show that the proposed method has better clustering performance than another heuristic algorithm. In addition, this study also compares the proposed method with the results before feature extraction. The results also show that the use of autoencoders not only has better clustering results but also greatly reduces computing time. In conclusion, the automatic time series clustering method using autoencoder and PSO-based K-means algorithm proposed in this study not only has good stability and clustering results but also can help discover hidden patterns from time series data and trends.

    摘要 i Abstract ii 致謝 iii Contents iv List of Figures vi List of Tables vii CHAPTER 1. INTRODUCTION 1 1.1 Research Background and Motivation 1 1.2 Research Objectives 2 1.3 Research Limitations 2 1.4 Thesis Organization 3 CHAPTER 2. LITERATURE REVIEW 4 2.1 Time Series Clustering Methods 4 2.1.1 Raw data-based method 5 2.1.2 Feature-based method 5 2.1.3 Model-based method 6 2.2 Feature Extraction of Time Series Data 7 2.2.1 Feature extraction 7 2.2.2 Autoencoder 8 2.3 Automatic Clustering 9 2.3.1 Traditional method 10 2.3.2 Merge-split-based method 10 2.3.3 Evolutionary computation-based method 12 2.4 PSO and K-means Algorithm Clustering Methods 16 2.4.1 Particle swarm optimization (PSO) algorithm 16 2.4.2 K-means algorithm 17 2.5 Cluster Validity Index Measurement 18 CHAPTER 3. METHODOLOGY 21 3.1 Autoencoder Model 23 3.2 Automatic Clustering using PSO combines K-means Algorithm 25 3.2.1 The maximum number of clusters 25 3.2.2 Solution representation 26 3.2.3 Fitness evaluation 26 3.2.4 Solution update 26 3.2.5 K-means algorithm 27 3.2.6 Performance evaluation 28 3.3 Pseudocode for the Proposed Method 28 CHAPTER 4. EXPERIMENTAL RESULTS 31 4.1 Dataset Description 31 4.2 Parameters Setting 32 4.3 Experimental Results 37 4.4 Statistical Test 39 4.5 Complexity Analysis 41 4.5.1 Time complexity 42 4.5.2 Computational time 43 CHAPTER 5. CASE STUDY 45 5.1 Dataset Description45 5.2 Case Study Parameters Setting 48 5.3 Case Study Results 48 5.4 Statistical Test 49 5.5 Discussion 50 CHAPTER 6. CONCLUSIONS AND FUTURE RESEARCH 55 6.1 Conclusions 55 6.2 Contributions 55 6.3 Future Research 56 REFERENCES 58

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