Use DTW to cluster Uneven size time series

Dear friends ,

I want to use DTW to clustor un even size data time series

my below code is working

data = rand(161,20);

[idx,c,sumd,d] = kmedoids(data,10,'Distance',@dtwf);

function dist = dtwf(x,y)

% n = numel(x);

m2 = size(y,1);

dist = zeros(m2,1);

for i=1:m2

dist(i) = dtw(x,y(i,:));

end

end

But the problem is I'm trying to use it for my time series (raws) witch are not in same length. I alined them with a time and make a matrics somthing like data = rand(161,20); but the problem is due to un even size (time), some raws has NaN at the 'end' and the 'beginning;

could you kindly helped me ...

my dat is look like this

NaN NaN NaN 0.5652 ... 0.9338 NaN NaN NaN

NaN NaN 0.6514 0.6486 ... 0.8719 NaN NaN NaN

NaN NaN 0.4987 0.7981 ... 0.3011 0.8229 NaN NaN

NaN NaN 0.2845 0.2204 ... 0.2360 0.6886 0.8708 NaN

NaN NaN 0.8306 0.8579 ... 0.8316 0.6039 0.3528 0.7837

NaN 0.1909 0.8184 0.9047 ... 0.4378 0.3870 0.4002 0.6733

0.7114 0.4286 0.9382 0.2920 ... 0.5071 0.0655 0.5979 0.8407

0.7834 0.0145 3.2610e-04 0.7259 ... 0.1855 0.9986 0.9115 0.4209

0.6239 0.3253 0.6404 0.3394 ... 0.1515 0.6610 0.1330 0.7037

... ... ... ... ... ... ... ... ... ...

When I run the codes all the raws that have NaN value going to give NaN as clustor, how i can avoid this

please kindly help me

[Amila]

If anyone has any idea on how to do it please give me some advice ,

Thank you !

Answer 1

[yamid]

Just make sure the samples in data are in rows, then I would define dtwf as below:

function dist = dtwf(x,y)
x_nonNan= x(~isnan(x));
y_nonNan= y(~isnan(y));
m2 = size(y,1);
dist = zeros(m2,1);
for i=1:m2
    dist(i) = dtw(x_nonNan,y_nonNan(i,:));
end

Then I use hierarchical clustering

ncluster=3;
dist = pdist(data, @dtwf);
Z = linkage(dist, 'complete');
idx = cluster(Z, 'maxclust', nclusters);