In the paper "Clustering of Time Series Subsequences Is Meaningless" Keoh et al. claim that breaking a time-series into chunks (sometimes called lags) of fixed-size using the rolling window method provides meaningless clustering results. From what I understand of the paper, this is because the lags are more similar to each-other than to the clusters found.
Does this problem still apply if an unsupervised method of dimension-reduction, such as tSNE, before the clustering is performed?