Patent ID: 7890294

Claim:
An apparatus for performing structural clustering between different time series, said apparatus comprising: an arrangement for accepting time series data relating to a plurality of time series; an arrangement for ascertaining structural features relating to the time series data; an arrangement for determining at least one distance between different time series via employing the structural features; and an arrangement for partitioning the different time series into clusters containing at least one of the time series based on the at least one distance; wherein the clusters are stored in a computer memory; wherein said ascertaining arrangement is adapted to: compute all structural features; and automatically select a number of most relevant features; and wherein said arrangement for automatically selecting a number of most relevant features is adapted to: select a threshold; and retain features having value larger than the threshold; and said arrangement for selecting a threshold is adapted to select a threshold which serves to discard features having values attributable to statistical variations via: computing a resampling estimate of the distribution of feature values attributable to statistical variations; selecting a value of probability of type 1 error; and selecting as a threshold a value that guarantees the selected value of probability of type 1 error for a distribution equal to the resampling estimate of the distribution.