Datasets:
Formats:
parquet
Size:
100M - 1B
ArXiv:
Tags:
timeseries
timeseries clustering
changepoint-detection
correlation-structure
Synthetic
benchmark
DOI:
License:
Updated description and added yaml data for the data viewer
Browse files
README.md
CHANGED
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@@ -1,48 +1,473 @@
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---
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license: cc-by-4.0
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---
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# CSTS - Correlation Structures in Time Series
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## Important Notice
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-
This dataset is published as a pre-publication release. An accompanying research paper is forthcoming on arXiv.
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## Dataset Description
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CSTS (**C**orrelation **S**tructures in **T**ime **S**eries) is a comprehensive synthetic benchmarking dataset for
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evaluating correlation structure discovery in time series data. The dataset systematically models known correlation
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structures between three different time series variates and enables examination of how these structures are affected by
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distribution shifting, sparsification, and downsampling. With its controlled properties and ground truth labels,
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CSTS provides algorithm developers clean benchmark data that
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and messy real-world data.
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### Key Applications
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- Evaluating the ability of time series clustering algorithms to segment and group by correlation structures
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- Assessing clustering validation methods for correlation-based clusters
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- Investigating how data preprocessing affects correlation structure discovery
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- Establishing performance thresholds for high-quality clustering result
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### Dataset Structure
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CSTS provides **two main splits** (exploratory and confirmatory) with **30 subjects** each, enabling proper statistical validation.
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The dataset structure includes:
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- **12 data variants
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- **Generation stages**: raw (unstructured), correlated (normal-distributed),
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- **Completeness levels**: complete (100%), partial (70%), sparse (10%
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### Subjects
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Each subject contains 100 segments of varying lengths and each segment encodes one of the 23 specific correlation
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structures. Each subject uses all 23 patterns 4-5 times.
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-
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- a time series **data file** with three variates
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- a **label file** specifying the ground truth segmentation and clustering
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- 67 **bad clustering label files** with controlled degradations (varying numbers of segmentations and/or cluster assignment mistakes) spanning the
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### Additional Splits
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CSTS also includes versions (configured as splits) that allow
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algorithm performance. They follow the same structure
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-
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- Reduced
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Our accompanying paper provides complete methodological details, baseline findings, and usage guidance.
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## Authors
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- Isabella Degen, University of Bristol
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@@ -50,7 +475,6 @@ Our accompanying paper provides complete methodological details, baseline findin
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- Henry W J Reeve, University of Nanjing
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- Kate Robson Brown, University College Dublin
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-
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## Pre-Publication Release Details
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- **Release Date:** 29 Apr 2024
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- **Version:** 1.0-pre
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@@ -79,5 +503,5 @@ Please use the following temporary citation until our paper is published:
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Once our paper is published on arXiv, we will update this README with the proper citation information.
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**Please check back for updates.**
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-
##
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-
...coming soon
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| 1 |
---
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license: cc-by-4.0
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+
configs:
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+
- config_name: raw_complete_data
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+
data_files:
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+
- split: exploratory
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+
path: "exploratory/raw/*-data.parquet"
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+
features: &id001
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+
- name: subject_id
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+
dtype: string
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+
- name: datetime
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+
dtype: string
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+
type: timestamp
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+
- name: iob
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+
dtype: float32
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+
- name: cob
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+
dtype: float32
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+
- name: ig
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+
dtype: float32
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+
- config_name: raw_complete_labels
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+
data_files:
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+
- split: exploratory
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+
path: "exploratory/raw/*-labels.parquet"
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+
features: &id002
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+
- name: subject_id
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| 26 |
+
dtype: string
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+
- name: id
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| 28 |
+
dtype: int32
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+
- name: start idx
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| 30 |
+
dtype: int32
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| 31 |
+
- name: end idx
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+
dtype: int32
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| 33 |
+
- name: length
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| 34 |
+
dtype: int32
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+
- name: cluster_id
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| 36 |
+
dtype: int32
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+
- name: correlation to model
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| 38 |
+
dtype: string
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| 39 |
+
- name: correlation achieved
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| 40 |
+
dtype: string
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| 41 |
+
- name: correlation achieved with tolerance
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| 42 |
+
dtype: string
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| 43 |
+
- name: MAE
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| 44 |
+
dtype: float32
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| 45 |
+
- name: relaxed MAE
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| 46 |
+
dtype: float32
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| 47 |
+
- config_name: raw_complete_badclustering_labels
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| 48 |
+
data_files:
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+
- split: exploratory
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+
path: "exploratory/raw/bad_partitions/*-labels.parquet"
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+
features: &id003
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+
- name: subject_id
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| 53 |
+
dtype: string
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+
- name: cluster_desc
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| 55 |
+
dtype: string
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+
- name: id
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| 57 |
+
dtype: int32
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| 58 |
+
- name: start idx
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| 59 |
+
dtype: int32
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+
- name: end idx
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+
dtype: int32
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+
- name: length
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| 63 |
+
dtype: int32
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| 64 |
+
- name: cluster_id
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| 65 |
+
dtype: int32
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| 66 |
+
- name: correlation to model
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| 67 |
+
dtype: string
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+
- name: correlation achieved
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+
dtype: string
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+
- name: correlation achieved with tolerance
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| 71 |
+
dtype: string
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| 72 |
+
- name: MAE
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| 73 |
+
dtype: float32
|
| 74 |
+
- name: relaxed MAE
|
| 75 |
+
dtype: float32
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+
- config_name: raw_partial_data
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+
data_files:
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+
- split: exploratory
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+
path: "exploratory/irregular_p30/raw/*-data.parquet"
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+
features: *id001
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+
- config_name: raw_partial_labels
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+
data_files:
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+
- split: exploratory
|
| 84 |
+
path: "exploratory/irregular_p30/raw/*-labels.parquet"
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+
features: *id002
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+
- config_name: raw_partial_badclustering_labels
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| 87 |
+
data_files:
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| 88 |
+
- split: exploratory
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| 89 |
+
path: "exploratory/irregular_p30/raw/bad_partitions/*-labels.parquet"
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+
features: *id003
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+
- config_name: raw_sparse_data
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| 92 |
+
data_files:
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| 93 |
+
- split: exploratory
|
| 94 |
+
path: "exploratory/irregular_p90/raw/*-data.parquet"
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| 95 |
+
features: *id001
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+
- config_name: raw_sparse_labels
|
| 97 |
+
data_files:
|
| 98 |
+
- split: exploratory
|
| 99 |
+
path: "exploratory/irregular_p90/raw/*-labels.parquet"
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| 100 |
+
features: *id002
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| 101 |
+
- config_name: raw_sparse_badclustering_labels
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| 102 |
+
data_files:
|
| 103 |
+
- split: exploratory
|
| 104 |
+
path: "exploratory/irregular_p90/raw/bad_partitions/*-labels.parquet"
|
| 105 |
+
features: *id003
|
| 106 |
+
- config_name: correlated_complete_data
|
| 107 |
+
data_files:
|
| 108 |
+
- split: exploratory
|
| 109 |
+
path: "exploratory/normal/*-data.parquet"
|
| 110 |
+
features: *id001
|
| 111 |
+
- config_name: correlated_complete_labels
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| 112 |
+
data_files:
|
| 113 |
+
- split: exploratory
|
| 114 |
+
path: "exploratory/normal/*-labels.parquet"
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| 115 |
+
features: *id002
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| 116 |
+
- config_name: correlated_complete_badclustering_labels
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| 117 |
+
data_files:
|
| 118 |
+
- split: exploratory
|
| 119 |
+
path: "exploratory/normal/bad_partitions/*-labels.parquet"
|
| 120 |
+
features: *id003
|
| 121 |
+
- config_name: correlated_partial_data
|
| 122 |
+
data_files:
|
| 123 |
+
- split: exploratory
|
| 124 |
+
path: "exploratory/irregular_p30/normal/*-data.parquet"
|
| 125 |
+
features: *id001
|
| 126 |
+
- config_name: correlated_partial_labels
|
| 127 |
+
data_files:
|
| 128 |
+
- split: exploratory
|
| 129 |
+
path: "exploratory/irregular_p30/normal/*-labels.parquet"
|
| 130 |
+
features: *id002
|
| 131 |
+
- config_name: correlated_partial_badclustering_labels
|
| 132 |
+
data_files:
|
| 133 |
+
- split: exploratory
|
| 134 |
+
path: "exploratory/irregular_p30/normal/bad_partitions/*-labels.parquet"
|
| 135 |
+
features: *id003
|
| 136 |
+
- config_name: correlated_sparse_data
|
| 137 |
+
data_files:
|
| 138 |
+
- split: exploratory
|
| 139 |
+
path: "exploratory/irregular_p90/normal/*-data.parquet"
|
| 140 |
+
features: *id001
|
| 141 |
+
- config_name: correlated_sparse_labels
|
| 142 |
+
data_files:
|
| 143 |
+
- split: exploratory
|
| 144 |
+
path: "exploratory/irregular_p90/normal/*-labels.parquet"
|
| 145 |
+
features: *id002
|
| 146 |
+
- config_name: correlated_sparse_badclustering_labels
|
| 147 |
+
data_files:
|
| 148 |
+
- split: exploratory
|
| 149 |
+
path: "exploratory/irregular_p90/normal/bad_partitions/*-labels.parquet"
|
| 150 |
+
features: *id003
|
| 151 |
+
- config_name: nonnormal_complete_data
|
| 152 |
+
data_files:
|
| 153 |
+
- split: exploratory
|
| 154 |
+
path: "exploratory/non_normal/*-data.parquet"
|
| 155 |
+
features: *id001
|
| 156 |
+
- config_name: nonnormal_complete_labels
|
| 157 |
+
data_files:
|
| 158 |
+
- split: exploratory
|
| 159 |
+
path: "exploratory/non_normal/*-labels.parquet"
|
| 160 |
+
features: *id002
|
| 161 |
+
- config_name: nonnormal_complete_badclustering_labels
|
| 162 |
+
data_files:
|
| 163 |
+
- split: exploratory
|
| 164 |
+
path: "exploratory/non_normal/bad_partitions/*-labels.parquet"
|
| 165 |
+
features: *id003
|
| 166 |
+
- config_name: nonnormal_partial_data
|
| 167 |
+
data_files:
|
| 168 |
+
- split: exploratory
|
| 169 |
+
path: "exploratory/irregular_p30/non_normal/*-data.parquet"
|
| 170 |
+
features: *id001
|
| 171 |
+
- config_name: nonnormal_partial_labels
|
| 172 |
+
data_files:
|
| 173 |
+
- split: exploratory
|
| 174 |
+
path: "exploratory/irregular_p30/non_normal/*-labels.parquet"
|
| 175 |
+
features: *id002
|
| 176 |
+
- config_name: nonnormal_partial_badclustering_labels
|
| 177 |
+
data_files:
|
| 178 |
+
- split: exploratory
|
| 179 |
+
path: "exploratory/irregular_p30/non_normal/bad_partitions/*-labels.parquet"
|
| 180 |
+
features: *id003
|
| 181 |
+
- config_name: nonnormal_sparse_data
|
| 182 |
+
data_files:
|
| 183 |
+
- split: exploratory
|
| 184 |
+
path: "exploratory/irregular_p90/non_normal/*-data.parquet"
|
| 185 |
+
features: *id001
|
| 186 |
+
- config_name: nonnormal_sparse_labels
|
| 187 |
+
data_files:
|
| 188 |
+
- split: exploratory
|
| 189 |
+
path: "exploratory/irregular_p90/non_normal/*-labels.parquet"
|
| 190 |
+
features: *id002
|
| 191 |
+
- config_name: nonnormal_sparse_badclustering_labels
|
| 192 |
+
data_files:
|
| 193 |
+
- split: exploratory
|
| 194 |
+
path: "exploratory/irregular_p90/non_normal/bad_partitions/*-labels.parquet"
|
| 195 |
+
features: *id003
|
| 196 |
+
- config_name: downsampled_complete_data
|
| 197 |
+
data_files:
|
| 198 |
+
- split: exploratory
|
| 199 |
+
path: "exploratory/resampled_1min/*-data.parquet"
|
| 200 |
+
features: *id001
|
| 201 |
+
- config_name: downsampled_complete_labels
|
| 202 |
+
data_files:
|
| 203 |
+
- split: exploratory
|
| 204 |
+
path: "exploratory/resampled_1min/*-labels.parquet"
|
| 205 |
+
features: *id002
|
| 206 |
+
- config_name: downsampled_complete_badclustering_labels
|
| 207 |
+
data_files:
|
| 208 |
+
- split: exploratory
|
| 209 |
+
path: "exploratory/resampled_1min/bad_partitions/*-labels.parquet"
|
| 210 |
+
features: *id003
|
| 211 |
+
- config_name: downsampled_partial_data
|
| 212 |
+
data_files:
|
| 213 |
+
- split: exploratory
|
| 214 |
+
path: "exploratory/irregular_p30/resampled_1min/*-data.parquet"
|
| 215 |
+
features: *id001
|
| 216 |
+
- config_name: downsampled_partial_labels
|
| 217 |
+
data_files:
|
| 218 |
+
- split: exploratory
|
| 219 |
+
path: "exploratory/irregular_p30/resampled_1min/*-labels.parquet"
|
| 220 |
+
features: *id002
|
| 221 |
+
- config_name: downsampled_partial_badclustering_labels
|
| 222 |
+
data_files:
|
| 223 |
+
- split: exploratory
|
| 224 |
+
path: "exploratory/irregular_p30/resampled_1min/bad_partitions/*-labels.parquet"
|
| 225 |
+
features: *id003
|
| 226 |
+
- config_name: downsampled_sparse_data
|
| 227 |
+
data_files:
|
| 228 |
+
- split: exploratory
|
| 229 |
+
path: "exploratory/irregular_p90/resampled_1min/*-data.parquet"
|
| 230 |
+
features: *id001
|
| 231 |
+
- config_name: downsampled_sparse_labels
|
| 232 |
+
data_files:
|
| 233 |
+
- split: exploratory
|
| 234 |
+
path: "exploratory/irregular_p90/resampled_1min/*-labels.parquet"
|
| 235 |
+
features: *id002
|
| 236 |
+
- config_name: downsampled_sparse_badclustering_labels
|
| 237 |
+
data_files:
|
| 238 |
+
- split: exploratory
|
| 239 |
+
path: "exploratory/irregular_p90/resampled_1min/bad_partitions/*-labels.parquet"
|
| 240 |
+
features: *id003
|
| 241 |
+
- config_name: raw_complete_data
|
| 242 |
+
data_files:
|
| 243 |
+
- split: confirmatory
|
| 244 |
+
path: "confirmatory/raw/*-data.parquet"
|
| 245 |
+
features: *id001
|
| 246 |
+
- config_name: raw_complete_labels
|
| 247 |
+
data_files:
|
| 248 |
+
- split: confirmatory
|
| 249 |
+
path: "confirmatory/raw/*-labels.parquet"
|
| 250 |
+
features: *id002
|
| 251 |
+
- config_name: raw_complete_badclustering_labels
|
| 252 |
+
data_files:
|
| 253 |
+
- split: confirmatory
|
| 254 |
+
path: "confirmatory/raw/bad_partitions/*-labels.parquet"
|
| 255 |
+
features: *id003
|
| 256 |
+
- config_name: raw_partial_data
|
| 257 |
+
data_files:
|
| 258 |
+
- split: confirmatory
|
| 259 |
+
path: "confirmatory/irregular_p30/raw/*-data.parquet"
|
| 260 |
+
features: *id001
|
| 261 |
+
- config_name: raw_partial_labels
|
| 262 |
+
data_files:
|
| 263 |
+
- split: confirmatory
|
| 264 |
+
path: "confirmatory/irregular_p30/raw/*-labels.parquet"
|
| 265 |
+
features: *id002
|
| 266 |
+
- config_name: raw_partial_badclustering_labels
|
| 267 |
+
data_files:
|
| 268 |
+
- split: confirmatory
|
| 269 |
+
path: "confirmatory/irregular_p30/raw/bad_partitions/*-labels.parquet"
|
| 270 |
+
features: *id003
|
| 271 |
+
- config_name: raw_sparse_data
|
| 272 |
+
data_files:
|
| 273 |
+
- split: confirmatory
|
| 274 |
+
path: "confirmatory/irregular_p90/raw/*-data.parquet"
|
| 275 |
+
features: *id001
|
| 276 |
+
- config_name: raw_sparse_labels
|
| 277 |
+
data_files:
|
| 278 |
+
- split: confirmatory
|
| 279 |
+
path: "confirmatory/irregular_p90/raw/*-labels.parquet"
|
| 280 |
+
features: *id002
|
| 281 |
+
- config_name: raw_sparse_badclustering_labels
|
| 282 |
+
data_files:
|
| 283 |
+
- split: confirmatory
|
| 284 |
+
path: "confirmatory/irregular_p90/raw/bad_partitions/*-labels.parquet"
|
| 285 |
+
features: *id003
|
| 286 |
+
- config_name: correlated_complete_data
|
| 287 |
+
data_files:
|
| 288 |
+
- split: confirmatory
|
| 289 |
+
path: "confirmatory/normal/*-data.parquet"
|
| 290 |
+
features: *id001
|
| 291 |
+
- config_name: correlated_complete_labels
|
| 292 |
+
data_files:
|
| 293 |
+
- split: confirmatory
|
| 294 |
+
path: "confirmatory/normal/*-labels.parquet"
|
| 295 |
+
features: *id002
|
| 296 |
+
- config_name: correlated_complete_badclustering_labels
|
| 297 |
+
data_files:
|
| 298 |
+
- split: confirmatory
|
| 299 |
+
path: "confirmatory/normal/bad_partitions/*-labels.parquet"
|
| 300 |
+
features: *id003
|
| 301 |
+
- config_name: correlated_partial_data
|
| 302 |
+
data_files:
|
| 303 |
+
- split: confirmatory
|
| 304 |
+
path: "confirmatory/irregular_p30/normal/*-data.parquet"
|
| 305 |
+
features: *id001
|
| 306 |
+
- config_name: correlated_partial_labels
|
| 307 |
+
data_files:
|
| 308 |
+
- split: confirmatory
|
| 309 |
+
path: "confirmatory/irregular_p30/normal/*-labels.parquet"
|
| 310 |
+
features: *id002
|
| 311 |
+
- config_name: correlated_partial_badclustering_labels
|
| 312 |
+
data_files:
|
| 313 |
+
- split: confirmatory
|
| 314 |
+
path: "confirmatory/irregular_p30/normal/bad_partitions/*-labels.parquet"
|
| 315 |
+
features: *id003
|
| 316 |
+
- config_name: correlated_sparse_data
|
| 317 |
+
data_files:
|
| 318 |
+
- split: confirmatory
|
| 319 |
+
path: "confirmatory/irregular_p90/normal/*-data.parquet"
|
| 320 |
+
features: *id001
|
| 321 |
+
- config_name: correlated_sparse_labels
|
| 322 |
+
data_files:
|
| 323 |
+
- split: confirmatory
|
| 324 |
+
path: "confirmatory/irregular_p90/normal/*-labels.parquet"
|
| 325 |
+
features: *id002
|
| 326 |
+
- config_name: correlated_sparse_badclustering_labels
|
| 327 |
+
data_files:
|
| 328 |
+
- split: confirmatory
|
| 329 |
+
path: "confirmatory/irregular_p90/normal/bad_partitions/*-labels.parquet"
|
| 330 |
+
features: *id003
|
| 331 |
+
- config_name: nonnormal_complete_data
|
| 332 |
+
data_files:
|
| 333 |
+
- split: confirmatory
|
| 334 |
+
path: "confirmatory/non_normal/*-data.parquet"
|
| 335 |
+
features: *id001
|
| 336 |
+
- config_name: nonnormal_complete_labels
|
| 337 |
+
data_files:
|
| 338 |
+
- split: confirmatory
|
| 339 |
+
path: "confirmatory/non_normal/*-labels.parquet"
|
| 340 |
+
features: *id002
|
| 341 |
+
- config_name: nonnormal_complete_badclustering_labels
|
| 342 |
+
data_files:
|
| 343 |
+
- split: confirmatory
|
| 344 |
+
path: "confirmatory/non_normal/bad_partitions/*-labels.parquet"
|
| 345 |
+
features: *id003
|
| 346 |
+
- config_name: nonnormal_partial_data
|
| 347 |
+
data_files:
|
| 348 |
+
- split: confirmatory
|
| 349 |
+
path: "confirmatory/irregular_p30/non_normal/*-data.parquet"
|
| 350 |
+
features: *id001
|
| 351 |
+
- config_name: nonnormal_partial_labels
|
| 352 |
+
data_files:
|
| 353 |
+
- split: confirmatory
|
| 354 |
+
path: "confirmatory/irregular_p30/non_normal/*-labels.parquet"
|
| 355 |
+
features: *id002
|
| 356 |
+
- config_name: nonnormal_partial_badclustering_labels
|
| 357 |
+
data_files:
|
| 358 |
+
- split: confirmatory
|
| 359 |
+
path: "confirmatory/irregular_p30/non_normal/bad_partitions/*-labels.parquet"
|
| 360 |
+
features: *id003
|
| 361 |
+
- config_name: nonnormal_sparse_data
|
| 362 |
+
data_files:
|
| 363 |
+
- split: confirmatory
|
| 364 |
+
path: "confirmatory/irregular_p90/non_normal/*-data.parquet"
|
| 365 |
+
features: *id001
|
| 366 |
+
- config_name: nonnormal_sparse_labels
|
| 367 |
+
data_files:
|
| 368 |
+
- split: confirmatory
|
| 369 |
+
path: "confirmatory/irregular_p90/non_normal/*-labels.parquet"
|
| 370 |
+
features: *id002
|
| 371 |
+
- config_name: nonnormal_sparse_badclustering_labels
|
| 372 |
+
data_files:
|
| 373 |
+
- split: confirmatory
|
| 374 |
+
path: "confirmatory/irregular_p90/non_normal/bad_partitions/*-labels.parquet"
|
| 375 |
+
features: *id003
|
| 376 |
+
- config_name: downsampled_complete_data
|
| 377 |
+
data_files:
|
| 378 |
+
- split: confirmatory
|
| 379 |
+
path: "confirmatory/resampled_1min/*-data.parquet"
|
| 380 |
+
features: *id001
|
| 381 |
+
- config_name: downsampled_complete_labels
|
| 382 |
+
data_files:
|
| 383 |
+
- split: confirmatory
|
| 384 |
+
path: "confirmatory/resampled_1min/*-labels.parquet"
|
| 385 |
+
features: *id002
|
| 386 |
+
- config_name: downsampled_complete_badclustering_labels
|
| 387 |
+
data_files:
|
| 388 |
+
- split: confirmatory
|
| 389 |
+
path: "confirmatory/resampled_1min/bad_partitions/*-labels.parquet"
|
| 390 |
+
features: *id003
|
| 391 |
+
- config_name: downsampled_partial_data
|
| 392 |
+
data_files:
|
| 393 |
+
- split: confirmatory
|
| 394 |
+
path: "confirmatory/irregular_p30/resampled_1min/*-data.parquet"
|
| 395 |
+
features: *id001
|
| 396 |
+
- config_name: downsampled_partial_labels
|
| 397 |
+
data_files:
|
| 398 |
+
- split: confirmatory
|
| 399 |
+
path: "confirmatory/irregular_p30/resampled_1min/*-labels.parquet"
|
| 400 |
+
features: *id002
|
| 401 |
+
- config_name: downsampled_partial_badclustering_labels
|
| 402 |
+
data_files:
|
| 403 |
+
- split: confirmatory
|
| 404 |
+
path: "confirmatory/irregular_p30/resampled_1min/bad_partitions/*-labels.parquet"
|
| 405 |
+
features: *id003
|
| 406 |
+
- config_name: downsampled_sparse_data
|
| 407 |
+
data_files:
|
| 408 |
+
- split: confirmatory
|
| 409 |
+
path: "confirmatory/irregular_p90/resampled_1min/*-data.parquet"
|
| 410 |
+
features: *id001
|
| 411 |
+
- config_name: downsampled_sparse_labels
|
| 412 |
+
data_files:
|
| 413 |
+
- split: confirmatory
|
| 414 |
+
path: "confirmatory/irregular_p90/resampled_1min/*-labels.parquet"
|
| 415 |
+
features: *id002
|
| 416 |
+
- config_name: downsampled_sparse_badclustering_labels
|
| 417 |
+
data_files:
|
| 418 |
+
- split: confirmatory
|
| 419 |
+
path: "confirmatory/irregular_p90/resampled_1min/bad_partitions/*-labels.parquet"
|
| 420 |
+
features: *id003
|
| 421 |
---
|
| 422 |
# CSTS - Correlation Structures in Time Series
|
| 423 |
|
| 424 |
## Important Notice
|
| 425 |
+
This dataset is published as a pre-publication release. An accompanying research paper is forthcoming on arXiv.
|
| 426 |
+
**All usage of this dataset must include proper attribution to the original authors as specified below.**
|
| 427 |
|
| 428 |
## Dataset Description
|
| 429 |
CSTS (**C**orrelation **S**tructures in **T**ime **S**eries) is a comprehensive synthetic benchmarking dataset for
|
| 430 |
evaluating correlation structure discovery in time series data. The dataset systematically models known correlation
|
| 431 |
structures between three different time series variates and enables examination of how these structures are affected by
|
| 432 |
distribution shifting, sparsification, and downsampling. With its controlled properties and ground truth labels,
|
| 433 |
+
CSTS provides algorithm developers clean benchmark data that bridge the gap between theoretical models
|
| 434 |
and messy real-world data.
|
| 435 |
|
| 436 |
### Key Applications
|
| 437 |
+
- Evaluating the ability of **time series clustering algorithms** to segment and group segments by correlation structures
|
| 438 |
+
- Assessing **clustering validation** methods for correlation-based clusters
|
| 439 |
+
- Investigating how **data preprocessing** affects correlation structure discovery
|
| 440 |
+
- Establishing **performance thresholds** for high-quality clustering result
|
| 441 |
|
| 442 |
### Dataset Structure
|
| 443 |
CSTS provides **two main splits** (exploratory and confirmatory) with **30 subjects** each, enabling proper statistical validation.
|
| 444 |
The dataset structure includes:
|
| 445 |
+
- **12 data variants**: 4 generation stages × 3 completeness levels for each split
|
| 446 |
+
- **Generation stages**: raw (unstructured data), correlated (normal-distributed data), nonnormal (extreme value and negative binomial distribution shifts), downsampled (1s→1min)
|
| 447 |
+
- **Completeness levels**: complete (100% of observations), partial (70% of observations), sparse (10% of observations)
|
| 448 |
|
| 449 |
### Subjects
|
| 450 |
+
Each subject contains 100 segments of varying lengths (900-36000) and each segment encodes one of the 23 specific correlation
|
| 451 |
+
structures. Each subject uses all 23 patterns 4-5 times. For the complete data variants each subject consists of ~1.26 mio
|
| 452 |
+
observations.
|
| 453 |
|
| 454 |
+
Subjects each have the following information, accessible as subsets:
|
| 455 |
+
- a time series **data file** with three variates (iob, cob, ig) and time stamps (datetime)
|
| 456 |
- a **label file** specifying the ground truth segmentation and clustering
|
| 457 |
+
- 67 **bad clustering label files** with controlled degradations (varying numbers of segmentations and/or cluster assignment mistakes) spanning the entire Jaccard Index range [0,1]
|
| 458 |
|
| 459 |
### Additional Splits
|
| 460 |
+
CSTS also includes versions (configured as splits) that allow exploring how cluster and segment counts affect
|
| 461 |
+
algorithm performance. They follow the same dataset structure (exploratory and confirmatory splits with each 12 data variants subset with each 3 information file subsets).
|
| 462 |
+
These versions are:
|
| 463 |
+
- Reduced cluster count: 11 or 6 instead of 23
|
| 464 |
+
- Reduced segment count: 50 or 25 instead of 100
|
| 465 |
|
| 466 |
+
Our accompanying paper provides complete methodological details, baseline findings, and usage guidance. Our
|
| 467 |
+
GitHub codebase includes the generation, validation and use case code and is configured to automatically load the data.
|
| 468 |
+
|
| 469 |
+
## Usage Guidance
|
| 470 |
+
... coming soon
|
| 471 |
|
| 472 |
## Authors
|
| 473 |
- Isabella Degen, University of Bristol
|
|
|
|
| 475 |
- Henry W J Reeve, University of Nanjing
|
| 476 |
- Kate Robson Brown, University College Dublin
|
| 477 |
|
|
|
|
| 478 |
## Pre-Publication Release Details
|
| 479 |
- **Release Date:** 29 Apr 2024
|
| 480 |
- **Version:** 1.0-pre
|
|
|
|
| 503 |
Once our paper is published on arXiv, we will update this README with the proper citation information.
|
| 504 |
**Please check back for updates.**
|
| 505 |
|
| 506 |
+
## Acknowledgements
|
| 507 |
+
... coming soon
|