A Review of Subsequence Time Series Clustering

Clustering of subsequence time series remains an open issue in time series clustering. Subsequence time series clustering is used in different fields, such as e-commerce, outlier detection, speech recognition, biological systems, DNA recognition, and text mining. One of the useful fields in the domain of subsequence time series clustering is pattern recognition. To improve this field, a sequence of time series data is used. This paper reviews some definitions and backgrounds related to subsequence time series clustering. The categorization of the literature reviews is divided into three groups: preproof, interproof, and postproof period. Moreover, various state-of-the-art approaches in performing subsequence time series clustering are discussed under each of the following categories. The strengths and weaknesses of the employed methods are evaluated as potential issues for future studies

Breaking Computational Barriers to Perform Time Series Pattern Mining at Scale and at the Edge

Uncovering repeated behavior in time series is an important problem in many domains such as medicine, geophysics, meteorology, and many more. With the continuing surge of smart/embedded devices generating time series data, there is an ever growing need to perform analysis on datasets of increasing size. Additionally, there is an increasing need for analysis at low power edge devices due to latency problems inherent to the speed of light and the sheer amount of data being recorded. The matrix profile has proven to be a tool highly suitable for pattern mining in time series; however, a naive approach to computing the matrix profile makes it impossible to use effectively in both the cloud and at the edge. This dissertation shows how, through the use of GPUs and machine learning, the matrix profile is computed more feasibly, both at cloud-scale and at sensor-scale. In addition, it illustrates why both of these types of computation are important and what new insights they can provide to practitioners working with time series data

Statistical and Dynamical Modeling of Riemannian Trajectories with Application to Human Movement Analysis

abstract: The data explosion in the past decade is in part due to the widespread use of rich sensors that measure various physical phenomenon -- gyroscopes that measure orientation in phones and fitness devices, the Microsoft Kinect which measures depth information, etc. A typical application requires inferring the underlying physical phenomenon from data, which is done using machine learning. A fundamental assumption in training models is that the data is Euclidean, i.e. the metric is the standard Euclidean distance governed by the L-2 norm. However in many cases this assumption is violated, when the data lies on non Euclidean spaces such as Riemannian manifolds. While the underlying geometry accounts for the non-linearity, accurate analysis of human activity also requires temporal information to be taken into account. Human movement has a natural interpretation as a trajectory on the underlying feature manifold, as it evolves smoothly in time. A commonly occurring theme in many emerging problems is the need to \emph{represent, compare, and manipulate} such trajectories in a manner that respects the geometric constraints. This dissertation is a comprehensive treatise on modeling Riemannian trajectories to understand and exploit their statistical and dynamical properties. Such properties allow us to formulate novel representations for Riemannian trajectories. For example, the physical constraints on human movement are rarely considered, which results in an unnecessarily large space of features, making search, classification and other applications more complicated. Exploiting statistical properties can help us understand the \emph{true} space of such trajectories. In applications such as stroke rehabilitation where there is a need to differentiate between very similar kinds of movement, dynamical properties can be much more effective. In this regard, we propose a generalization to the Lyapunov exponent to Riemannian manifolds and show its effectiveness for human activity analysis. The theory developed in this thesis naturally leads to several benefits in areas such as data mining, compression, dimensionality reduction, classification, and regression.Dissertation/ThesisDoctoral Dissertation Electrical Engineering 201

Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of only a small number of states, or clusters. For example, raw sensor data from a fitness-tracking application can be expressed as a timeline of a select few actions (i.e., walking, sitting, running). However, discovering these patterns is challenging because it requires simultaneous segmentation and clustering of the time series. Furthermore, interpreting the resulting clusters is difficult, especially when the data is high-dimensional. Here we propose a new method of model-based clustering, which we call Toeplitz Inverse Covariance-based Clustering (TICC). Each cluster in the TICC method is defined by a correlation network, or Markov random field (MRF), characterizing the interdependencies between different observations in a typical subsequence of that cluster. Based on this graphical representation, TICC simultaneously segments and clusters the time series data. We solve the TICC problem through alternating minimization, using a variation of the expectation maximization (EM) algorithm. We derive closed-form solutions to efficiently solve the two resulting subproblems in a scalable way, through dynamic programming and the alternating direction method of multipliers (ADMM), respectively. We validate our approach by comparing TICC to several state-of-the-art baselines in a series of synthetic experiments, and we then demonstrate on an automobile sensor dataset how TICC can be used to learn interpretable clusters in real-world scenarios.Comment: This revised version fixes two small typos in the published versio

Graphlet based network analysis

The majority of the existing works on network analysis, study properties that are related to the global topology of a network. Examples of such properties include diameter, power-law exponent, and spectra of graph Laplacians. Such works enhance our understanding of real-life networks, or enable us to generate synthetic graphs with real-life graph properties. However, many of the existing problems on networks require the study of local topological structures of a network. Graphlets which are induced small subgraphs capture the local topological structure of a network effectively. They are becoming increasingly popular for characterizing large networks in recent years. Graphlet based network analysis can vary based on the types of topological structures considered and the kinds of analysis tasks. For example, one of the most popular and early graphlet analyses is based on triples (triangles or paths of length two). Graphlet analysis based on cycles and cliques are also explored in several recent works. Another more comprehensive class of graphlet analysis methods works with graphlets of specific sizes—graphlets with three, four or five nodes ({3, 4, 5}-Graphlets) are particularly popular. For all the above analysis tasks, excessive computational cost is a major challenge, which becomes severe for analyzing large networks with millions of vertices. To overcome this challenge, effective methodologies are in urgent need. Furthermore, the existence of efficient methods for graphlet analysis will encourage more works broadening the scope of graphlet analysis. For graphlet counting, we propose edge iteration based methods (ExactTC and ExactGC) for efficiently computing triple and graphlet counts. The proposed methods compute local graphlet statistics in the neighborhood of each edge in the network and then aggregate the local statistics to give the global characterization (transitivity, graphlet frequency distribution (GFD), etc) of the network. Scalability of the proposed methods is further improved by iterating over a sampled set of edges and estimating the triangle count (ApproxTC) and graphlet count (Graft) by approximate rescaling of the aggregated statistics. The independence of local feature vector construction corresponding to each edge makes the methods embarrassingly parallelizable. We show this by giving a parallel edge iteration method ParApproxTC for triangle counting. For graphlet sampling, we propose Markov Chain Monte Carlo (MCMC) sampling based methods for triple and graphlet analysis. Proposed triple analysis methods, Vertex-MCMC and Triple-MCMC, estimate triangle count and network transitivity. Vertex-MCMC samples triples in two steps. First, the method selects a node (using the MCMC method) with probability proportional to the number of triples of which the node is a center. Then Vertex-MCMC samples uniformly from the triples centered by the selected node. The method Triple-MCMC samples triples by performing a MCMC walk in a triple sample space. Triple sample space consists of all the possible triples in a network. MCMC method performs triple sampling by walking form one triple to one of its neighboring triples in the triple space. We design the triple space in such a way that two triples are neighbors only if they share exactly two nodes. The proposed triple sampling algorithms Vertex-MCMC and Triple-MCMC are able to sample triples from any arbitrary distribution, as long as the weight of each triple is locally computable. The proposed methods are able to sample triples without the knowledge of the complete network structure. Information regarding only the local neighborhood structure of currently observed node or triple are enough to walk to the next node or triple. This gives the proposed methods a significant advantage: the capability to sample triples from networks that have restricted access, on which a direct sampling based method is simply not applicable. The proposed methods are also suitable for dynamic and large networks. Similar to the concept of Triple-MCMC, we propose Guise for sampling graphlets of sizes three, four and five ({3, 4, 5}-Graphlets). Guise samples graphlets, by performing a MCMC walk on a graphlet sample space, containing all the graphlets of sizes three, four and five in the network. Despite the proven utility of graphlets in static network analysis, works harnessing the ability of graphlets for dynamic network analysis are yet to come. Dynamic networks contain additional time information for their edges. With time, the topological structure of a dynamic network changes—edges can appear, disappear and reappear over time. In this direction, predicting the link state of a network at a future time, given a collection of link states at earlier times, is an important task with many real-life applications. In the existing literature, this task is known as link prediction in dynamic networks. Performing this task is more difficult than its counterpart in static networks because an effective feature representation of node-pair instances for the case of a dynamic network is hard to obtain. We design a novel graphlet transition based feature embedding for node-pair instances of a dynamic network. Our proposed method GraTFEL, uses automatic feature learning methodologies on such graphlet transition based features to give a low-dimensional feature embedding of unlabeled node-pair instances. The feature learning task is modeled as an optimal coding task where the objective is to minimize the reconstruction error. GraTFEL solves this optimization task by using a gradient descent method. We validate the effectiveness of the learned optimal feature embedding by utilizing it for link prediction in real-life dynamic networks. Specifically, we show that GraTFEL, which uses the extracted feature embedding of graphlet transition events, outperforms existing methods that use well-known link prediction features

Scalable Kernel Methods via Doubly Stochastic Gradients

The general perception is that kernel methods are not scalable, and neural nets are the methods of choice for nonlinear learning problems. Or have we simply not tried hard enough for kernel methods? Here we propose an approach that scales up kernel methods using a novel concept called "doubly stochastic functional gradients". Our approach relies on the fact that many kernel methods can be expressed as convex optimization problems, and we solve the problems by making two unbiased stochastic approximations to the functional gradient, one using random training points and another using random functions associated with the kernel, and then descending using this noisy functional gradient. We show that a function produced by this procedure after $t$ iterations converges to the optimal function in the reproducing kernel Hilbert space in rate $O(1/t)$, and achieves a generalization performance of $O(1/\sqrt{t})$. This doubly stochasticity also allows us to avoid keeping the support vectors and to implement the algorithm in a small memory footprint, which is linear in number of iterations and independent of data dimension. Our approach can readily scale kernel methods up to the regimes which are dominated by neural nets. We show that our method can achieve competitive performance to neural nets in datasets such as 8 million handwritten digits from MNIST, 2.3 million energy materials from MolecularSpace, and 1 million photos from ImageNet.Comment: 32 pages, 22 figure

Chapter 7 Binge-Watching the World

writing; media; histor