Time Series Cluster Kernel for Learning Similarities between Multivariate Time Series with Missing Data

Similarity-based approaches represent a promising direction for time series analysis. However, many such methods rely on parameter tuning, and some have shortcomings if the time series are multivariate (MTS), due to dependencies between attributes, or the time series contain missing data. In this paper, we address these challenges within the powerful context of kernel methods by proposing the robust \emph{time series cluster kernel} (TCK). The approach taken leverages the missing data handling properties of Gaussian mixture models (GMM) augmented with informative prior distributions. An ensemble learning approach is exploited to ensure robustness to parameters by combining the clustering results of many GMM to form the final kernel. We evaluate the TCK on synthetic and real data and compare to other state-of-the-art techniques. The experimental results demonstrate that the TCK is robust to parameter choices, provides competitive results for MTS without missing data and outstanding results for missing data.Comment: 23 pages, 6 figure

The contribution of data mining to information science

The information explosion is a serious challenge for current information institutions. On the other hand, data mining, which is the search for valuable information in large volumes of data, is one of the solutions to face this challenge. In the past several years, data mining has made a significant contribution to the field of information science. This paper examines the impact of data mining by reviewing existing applications, including personalized environments, electronic commerce, and search engines. For these three types of application, how data mining can enhance their functions is discussed. The reader of this paper is expected to get an overview of the state of the art research associated with these applications. Furthermore, we identify the limitations of current work and raise several directions for future research