One-Step or Two-Step Optimization and the Overfitting Phenomenon: A Case Study on Time Series Classification

For the last few decades, optimization has been developing at a fast rate. Bio-inspired optimization algorithms are metaheuristics inspired by nature. These algorithms have been applied to solve different problems in engineering, economics, and other domains. Bio-inspired algorithms have also been applied in different branches of information technology such as networking and software engineering. Time series data mining is a field of information technology that has its share of these applications too. In previous works we showed how bio-inspired algorithms such as the genetic algorithms and differential evolution can be used to find the locations of the breakpoints used in the symbolic aggregate approximation of time series representation, and in another work we showed how we can utilize the particle swarm optimization, one of the famous bio-inspired algorithms, to set weights to the different segments in the symbolic aggregate approximation representation. In this paper we present, in two different approaches, a new meta optimization process that produces optimal locations of the breakpoints in addition to optimal weights of the segments. The experiments of time series classification task that we conducted show an interesting example of how the overfitting phenomenon, a frequently encountered problem in data mining which happens when the model overfits the training set, can interfere in the optimization process and hide the superior performance of an optimization algorithm

Automatically estimating iSAX parameters

The Symbolic Aggregate Approximation (iSAX) is widely used in time series data mining. Its popularity arises from the fact that it largely reduces time series size, it is symbolic, allows lower bounding and is space efficient. However, it requires setting two parameters: the symbolic length and alphabet size, which limits the applicability of the technique. The optimal parameter values are highly application dependent. Typically, they are either set to a fixed value or experimentally probed for the best configuration. In this work we propose an approach to automatically estimate iSAX’s parameters. The approach – AutoiSAX – not only discovers the best parameter setting for each time series in the database, but also finds the alphabet size for each iSAX symbol within the same word. It is based on simple and intuitive ideas from time series complexity and statistics. The technique can be smoothly embedded in existing data mining tasks as an efficient sub-routine. We analyze its impact in visualization interpretability, classification accuracy and motif mining. Our contribution aims to make iSAX a more general approach as it evolves towards a parameter-free method

A computational framework for unsupervised analysis of everyday human activities

In order to make computers proactive and assistive, we must enable them to perceive, learn, and predict what is happening in their surroundings. This presents us with the challenge of formalizing computational models of everyday human activities. For a majority of environments, the structure of the in situ activities is generally not known a priori. This thesis therefore investigates knowledge representations and manipulation techniques that can facilitate learning of such everyday human activities in a minimally supervised manner. A key step towards this end is finding appropriate representations for human activities. We posit that if we chose to describe activities as finite sequences of an appropriate set of events, then the global structure of these activities can be uniquely encoded using their local event sub-sequences. With this perspective at hand, we particularly investigate representations that characterize activities in terms of their fixed and variable length event subsequences. We comparatively analyze these representations in terms of their representational scope, feature cardinality and noise sensitivity. Exploiting such representations, we propose a computational framework to discover the various activity-classes taking place in an environment. We model these activity-classes as maximally similar activity-cliques in a completely connected graph of activities, and describe how to discover them efficiently. Moreover, we propose methods for finding concise characterizations of these discovered activity-classes, both from a holistic as well as a by-parts perspective. Using such characterizations, we present an incremental method to classify a new activity instance to one of the discovered activity-classes, and to automatically detect if it is anomalous with respect to the general characteristics of its membership class. Our results show the efficacy of our framework in a variety of everyday environments.Ph.D.Committee Chair: Aaron Bobick; Committee Member: Charles Isbell; Committee Member: David Hogg; Committee Member: Irfan Essa; Committee Member: James Reh

Time series motifs statistical significance

Time series motif discovery is the task of extracting previously unknown recurrent patterns from time series data. It is an important problem within applications that range from finance to health. Many algorithms have been proposed for the task of eficiently finding motifs. Surprisingly, most of these proposals do not focus on how to evaluate the discovered motifs. They are typically evaluated by human experts. This is unfeasible even for moderately sized datasets, since the number of discovered motifs tends to be prohibitively large. Statistical significance tests are widely used in bioinformatics and association rules mining communities to evaluate the extracted patterns. In this work we present an approach to calculate time series motifs statistical significance. Our proposal leverages work from the bioinformatics community by using a symbolic definition of time series motifs to derive each motif's p-value. We estimate the expected frequency of a motif by using Markov Chain models. The p-value is then assessed by comparing the actual frequency to the estimated one using statistical hypothesis tests. Our contribution gives means to the application of a powerful technique - statistical tests - to a time series setting.This provides researchers and practitioners with an important tool to evaluate automatically the degree of relevance of each extracted motif.(undefined

Detecting Motifs in System Call Sequences

The search for patterns or motifs in data represents an area of key interest to many researchers. In this paper we present the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs which repeat within time series data. The power of the algorithm is derived from its use of a small number of parameters with minimal assumptions. The algorithm searches from a completely neutral perspective that is independent of the data being analysed and the underlying motifs. In this paper the motif tracking algorithm is applied to the search for patterns within sequences of low level system calls between the Linux kernel and the operating system’s user space. The MTA is able to compress data found in large system call data sets to a limited number of motifs which summarise that data. The motifs provide a resource from which a profile of executed processes can be built. The potential for these profiles and new implications for security research are highlighted. A higher level system call language for measuring similarity between patterns of such calls is also suggested