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In this paper, we present a cluster — based algorithm for time series outlier mining. We use discrete Fourier transformation (DFT) to transform time series from time domain to frequency domain. Time series thus can be mapped as the points in k — dimensional space. For these points, a cluster — based algorithm is developed to mine the outliers from these points. The algorithm first partitions the input points into disjoint clusters and then prunes the clusters, through judgment that can not contain outliers. Our algorithm has been run in the electrical load time series of one steel enterprise and proved to be effective.