Ranked differences Pearson correlation dissimilarity with an application to electricity users time series clustering

2025/05/04 by Chutiphan Charoensuk, Charoensuk, Chutiphan, Nathakhun Wiroonsri +1 · 1 citation
Computer Science · Economics, Econometrics and Finance · #Anomaly Detection Techniques and Applications #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Time Series Analysis and Forecasting

paper · pdf · doi:10.48550/arxiv.2505.02173

openalex publication_date 2025/05/04 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

Time series clustering is an unsupervised learning method for classifying time series data into groups with similar behavior. It is used in applications such as healthcare, finance, economics, energy, and climate science. Several time series clustering methods have been introduced and used for over four decades. Most of them focus on measuring either Euclidean distances or association dissimilarities between time series. In this work, we propose a new dissimilarity measure called ranked Pearson correlation dissimilarity (RDPC), which combines a weighted average of a specified fraction of the largest element-wise differences with the well-known Pearson correlation dissimilarity. It is incorporated into hierarchical clustering. The performance is evaluated and compared with existing clustering algorithms. The results show that the RDPC algorithm outperforms others in complicated cases involving different seasonal patterns, trends, and peaks. Finally, we demonstrate our method by clustering a random sample of customers from a Thai electricity consumption time series dataset into seven groups with unique characteristics.

Citations

• A Bayesian cluster validity index
• Time-Series K-means in Causal Inference and Mechanism Clustering for Financial Data
• Co-clustering of time-dependent data via Shape Invariant Model
• On Clustering Time Series Using Euclidean Distance and Pearson Correlation
• Dynamic programming algorithm optimization for spoken word recognition

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