ANN: TimeSeriesClustering.jl

TimeSeriesClustering.jl is a Julia implementation of unsupervised learning methods for time series datasets. It provides functionality for clustering and aggregating, detecting motifs, and quantifying similarity between time series datasets.

We have also written a paper in the Journal of Open Source Software that provides more background on functionality and applications: TimeSeriesClustering: An extensible framework in Julia

The software provides a type system for temporal data, and provides an implementation of the most commonly used clustering methods and extreme value selection methods for temporal data. It provides simple integration of multi-dimensional time-series data (e.g. multiple attributes such as wind availability, solar availability, and electricity demand) in a single aggregation process. The software is applicable to general time series datasets and lends itself well to a multitude of application areas within the field of time series data mining.

We originally developed the package to perform time series aggregation for energy systems optimization problems. By reducing the number of time steps used in the optimization model, using representative periods leads to significant reductions in computational complexity of these problems.