Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data

Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data David Hallac, Sagar Vare, Stephen Boyd, Jure Leskovec Stanford University {hallac,svare,boyd,jure}@stanford.edu ABSTRACT Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these pat- terns have been discovered, seemingly complicated datasets can be