2020/06/14
Embedding Many Time Series via Recurrence Plots
We demonstrate how recurrence plots can be used to embed a large set of time series via UMAP and HDBSCAN to quickly identify groups of series with unique characteristics such as seasonality or outliers. The approach supports exploratory analysis of time series via visualization that scales poorly when combined with large sets of related time series. We show how it works using a Walmart dataset of sales and a Citi Bike dataset of bike rides.