Datasets:
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Tags:
timeseries
timeseries clustering
changepoint-detection
correlation-structure
Synthetic
benchmark
License:
Added description
Browse files
README.md
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This dataset is published as a pre-publication release. An accompanying research paper is forthcoming on arXiv. **All usage of this dataset must include proper attribution to the original authors as specified below.**
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## Dataset Description
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## Authors
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- Isabella Degen, University of Bristol
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This dataset is published as a pre-publication release. An accompanying research paper is forthcoming on arXiv. **All usage of this dataset must include proper attribution to the original authors as specified below.**
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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 bridges the gap between theoretical models
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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** across four generation stages × three completeness levels for each split
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- **Generation stages**: raw (unstructured), correlated (normal-distributed), non-normal distribution shifts, downsampled (1s→1min)
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- **Completeness levels**: complete (100%), partial (70%), sparse (10%) of observations retained
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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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For each subject, CSTS includes:
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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 full Jaccard Index range [0,1]
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### Additional Splits
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CSTS also includes versions (configured as splits) that allow exploration of how cluster and segment counts affect
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algorithm performance. They follow the same structure as above and are:
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- Reduced clusters (11 or 6 instead of 23)
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- Reduced segments (50 or 25 instead of 100)
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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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