kmlShape: An Efficient Method to Cluster Longitudinal Data (Time-Series) According to Their Shapes

Background: Longitudinal data are data in which each variable is measured repeatedly over time. One possibility for the analysis of such data is to cluster them. The majority of clustering methods group together individual that have close trajectories at given time points. These methods group trajectories that are locally close but not necessarily those that have similar shapes. However, in several circumstances, the progress of a phenomenon may be more important than the moment at which it occurs. One would thus like to achieve a partitioning where each group gathers individuals whose trajectories have similar shapes whatever the time lag between them. Method: In this article, we present a longitudinal data partitioning algorithm based on the shapes of the trajectories rather than on classical distances. Because this algorithm is time consuming, we propose as well two data simplification procedures that make it applicable to high dimensional datasets. Results: In an application to Alzheimer disease, this algorithm revealed a “rapid decline” patient group that was not found by the classical methods. In another application to the feminine menstrual cycle, the algorithm showed, contrarily to the current literature, that the luteinizing hormone presents two peaks in an important proportion of women (22%).