DOI: 10.1137/25m1830377 ISSN: 2577-0187

On the clustering behavior of sliding windows

Boris Alexeev, Wenyan Luo, Dustin G. Mixon, Yan X Zhang

Abstract.

Things can go spectacularly wrong when clustering timeseries data that has been preprocessed with a sliding window. We highlight three surprising failures that emerge depending on how the window size compares with the timeseries length. In addition to computational examples, we present theoretical explanations for each of these failure modes, and we supply a novel remedy that factors through the quotient with respect to translation.

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