Similarity Search and Analysis Techniques for Uncertain Time Series Data

Emerging applications, such as wireless sensor networks and location-based services, require the ability to analyze large quantities of uncertain time series, where the exact value at each timestamp is unavailable or unknown. Traditional similarity search techniques used for standard time series are not always effective for uncertain time series data analysis. This motivates our work in this dissertation. We investigate new, efficient solution techniques for similarity search and analysis of both uncertain time series models, i.e., PDF-based uncertain time series (having probability density function) and multiset-based uncertain time series (having multiset of observed values) in general, as well as correlation queries in particular. In our research, we first formalize the notion of normalization. This notion is used to introduce the idea of correlation for uncertain time series data. We model uncertain correlation as a random variable that is a basis to develop techniques for similarity search and analysis of uncertain time series. We consider a class of probabilistic, threshold-based correlation queries over such data. Moreover, we propose a few query optimization and query quality improvement techniques. Finally, we demonstrate experimentally how the proposed techniques can improve similarity search in uncertain time series. We believe that our results provide a theoretical baseline for uncertain time series management and analysis tools that will be required to support many existing and emerging applications

More is simpler : effectively and efficiently assessing node-pair similarities based on hyperlinks

Similarity assessment is one of the core tasks in hyperlink analysis. Recently, with the proliferation of applications, e.g., web search and collaborative filtering, SimRank has been a well-studied measure of similarity between two nodes in a graph. It recursively follows the philosophy that "two nodes are similar if they are referenced (have incoming edges) from similar nodes", which can be viewed as an aggregation of similarities based on incoming paths. Despite its popularity, SimRank has an undesirable property, i.e., "zero-similarity": It only accommodates paths with equal length from a common "center" node. Thus, a large portion of other paths are fully ignored. This paper attempts to remedy this issue. (1) We propose and rigorously justify SimRank*, a revised version of SimRank, which resolves such counter-intuitive "zero-similarity" issues while inheriting merits of the basic SimRank philosophy. (2) We show that the series form of SimRank* can be reduced to a fairly succinct and elegant closed form, which looks even simpler than SimRank, yet enriches semantics without suffering from increased computational cost. This leads to a fixed-point iterative paradigm of SimRank* in O(Knm) time on a graph of n nodes and m edges for K iterations, which is comparable to SimRank. (3) To further optimize SimRank* computation, we leverage a novel clustering strategy via edge concentration. Due to its NP-hardness, we devise an efficient and effective heuristic to speed up SimRank* computation to O(Knm) time, where m is generally much smaller than m. (4) Using real and synthetic data, we empirically verify the rich semantics of SimRank*, and demonstrate its high computation efficiency

SimRank*: effective and scalable pairwise similarity search based on graph topology

Given a graph, how can we quantify similarity between two nodes in an effective and scalable way? SimRank is an attractive measure of pairwise similarity based on graph topologies. Its underpinning philosophy that “two nodes are similar if they are pointed to (have incoming edges) from similar nodes” can be regarded as an aggregation of similarities based on incoming paths. Despite its popularity in various applications (e.g., web search and social networks), SimRank has an undesirable trait, i.e., “zero-similarity”: it accommodates only the paths of equal length from a common “center” node, whereas a large portion of other paths are fully ignored. In this paper, we propose an effective and scalable similarity model, SimRank*, to remedy this problem. (1) We first provide a sufficient and necessary condition of the “zero-similarity” problem that exists in Jeh and Widom’s SimRank model, Li et al. ’s SimRank model, Random Walk with Restart (RWR), and ASCOS++. (2) We next present our treatment, SimRank*, which can resolve this issue while inheriting the merit of the simple SimRank philosophy. (3) We reduce the series form of SimRank* to a closed form, which looks simpler than SimRank but which enriches semantics without suffering from increased computational overhead. This leads to an iterative form of SimRank*, which requires O(Knm) time and O(n2) memory for computing all (n2) pairs of similarities on a graph of n nodes and m edges for K iterations. (4) To improve the computational time of SimRank* further, we leverage a novel clustering strategy via edge concentration. Due to its NP-hardness, we devise an efficient heuristic to speed up all-pairs SimRank* computation to O(Knm~) time, where m~ is generally much smaller than m. (5) To scale SimRank* on billion-edge graphs, we propose two memory-efficient single-source algorithms, i.e., ss-gSR* for geometric SimRank*, and ss-eSR* for exponential SimRank*, which can retrieve similarities between all n nodes and a given query on an as-needed basis. This significantly reduces the O(n2) memory of all-pairs search to either O(Kn+m~) for geometric SimRank*, or O(n+m~) for exponential SimRank*, without any loss of accuracy, where m~≪n2 . (6) We also compare SimRank* with another remedy of SimRank that adds self-loops on each node and demonstrate that SimRank* is more effective. (7) Using real and synthetic datasets, we empirically verify the richer semantics of SimRank*, and validate its high computational efficiency and scalability on large graphs with billions of edges

Efficient and Scalable Techniques for Multivariate Time Series Analysis and Search

Innovation and advances in technology have led to the growth of time series data at a phenomenal rate in many applications. Query processing and the analysis of time series data have been studied and, numerous solutions have been proposed. In this research, we focus on multivariate time series (MTS) and devise techniques for high dimensional and voluminous MTS data. The success of such solution techniques relies on effective dimensionality reduction in a preprocessing step. Feature selection has often been used as a dimensionality reduction technique. It helps identify a subset of features that capture most characteristics from the data. We propose a more effective feature subset selection technique, termed Weighted Scores (WS), based on statistics drawn from the Principal Component Analysis (PCA) of the input MTS data matrix. The technique allows reducing the dimensionality of the data, while retaining and ranking its most influential features. We then consider feature grouping and develop a technique termed FRG (Feature Ranking and Grouping) to improve the effectiveness of our technique in sparse vector frameworks. We also developed a PCA based MTS representation technique M2U (Multivariate to Univariate transformation) which allows to transform the MTS with large number of variables to a univariate signal prior to performing downstream pattern recognition tasks such as seeking correlations within the set. In related research, we study the similarity search problem for MTS, and developed a novel correlation based method for standard MTS, ESTMSS (Efficient and Scalable Technique for MTS Similarity Search). For this, we uses randomized dimensionality reduction, and a threshold based correlation computation. The results of our numerous experiments on real benchmark data indicate the effectiveness of our methods. The technique improves computation time by at least an order of magnitude compared to other techniques, and affords a large reduction in memory requirement while providing comparable accuracy and precision results in large scale frameworks

Fast, Scalable, and Accurate Algorithms for Time-Series Analysis

Time is a critical element for the understanding of natural processes (e.g., earthquakes and weather) or human-made artifacts (e.g., stock market and speech signals). The analysis of time series, the result of sequentially collecting observations of such processes and artifacts, is becoming increasingly prevalent across scientific and industrial applications. The extraction of non-trivial features (e.g., patterns, correlations, and trends) in time series is a critical step for devising effective time-series mining methods for real-world problems and the subject of active research for decades. In this dissertation, we address this fundamental problem by studying and presenting computational methods for efficient unsupervised learning of robust feature representations from time series. Our objective is to (i) simplify and unify the design of scalable and accurate time-series mining algorithms; and (ii) provide a set of readily available tools for effective time-series analysis. We focus on applications operating solely over time-series collections and on applications where the analysis of time series complements the analysis of other types of data, such as text and graphs. For applications operating solely over time-series collections, we propose a generic computational framework, GRAIL, to learn low-dimensional representations that natively preserve the invariances offered by a given time-series comparison method. GRAIL represents a departure from classic approaches in the time-series literature where representation methods are agnostic to the similarity function used in subsequent learning processes. GRAIL relies on the attractive idea that once we construct the data-to-data similarity matrix most time-series mining tasks can be trivially solved. To overcome scalability issues associated with approaches relying on such matrices, GRAIL exploits time-series clustering to construct a small set of landmark time series and learns representations to reduce the data-to-data matrix to a data-to-landmark points matrix. To demonstrate the effectiveness of GRAIL, we first present domain-independent, highly accurate, and scalable time-series clustering methods to facilitate exploration and summarization of time-series collections. Then, we show that GRAIL representations, when combined with suitable methods, significantly outperform, in terms of efficiency and accuracy, state-of-the-art methods in major time-series mining tasks, such as querying, clustering, classification, sampling, and visualization. Overall, GRAIL rises as a new primitive for highly accurate, yet scalable, time-series analysis. For applications where the analysis of time series complements the analysis of other types of data, such as text and graphs, we propose generic, simple, and lightweight methodologies to learn features from time-varying measurements. Such applications often organize operations over different types of data in a pipeline such that one operation provides input---in the form of feature vectors---to subsequent operations. To reason about the temporal patterns and trends in the underlying features, we need to (i) track the evolution of features over different time periods; and (ii) transform these time-varying features into actionable knowledge (e.g., forecasting an outcome). To address this challenging problem, we propose principled approaches to model time-varying features and study two large-scale, real-world, applications. Specifically, we first study the problem of predicting the impact of scientific concepts through temporal analysis of characteristics extracted from the metadata and full text of scientific articles. Then, we explore the promise of harnessing temporal patterns in behavioral signals extracted from web search engine logs for early detection of devastating diseases. In both applications, combinations of features with time-series relevant features yielded the greatest impact than any other indicator considered in our analysis. We believe that our simple methodology, along with the interesting domain-specific findings that our work revealed, will motivate new studies across different scientific and industrial settings

DRSP : Dimension Reduction For Similarity Matching And Pruning Of Time Series Data Streams

Similarity matching and join of time series data streams has gained a lot of relevance in today's world that has large streaming data. This process finds wide scale application in the areas of location tracking, sensor networks, object positioning and monitoring to name a few. However, as the size of the data stream increases, the cost involved to retain all the data in order to aid the process of similarity matching also increases. We develop a novel framework to addresses the following objectives. Firstly, Dimension reduction is performed in the preprocessing stage, where large stream data is segmented and reduced into a compact representation such that it retains all the crucial information by a technique called Multi-level Segment Means (MSM). This reduces the space complexity associated with the storage of large time-series data streams. Secondly, it incorporates effective Similarity Matching technique to analyze if the new data objects are symmetric to the existing data stream. And finally, the Pruning Technique that filters out the pseudo data object pairs and join only the relevant pairs. The computational cost for MSM is O(l*ni) and the cost for pruning is O(DRF*wsize*d), where DRF is the Dimension Reduction Factor. We have performed exhaustive experimental trials to show that the proposed framework is both efficient and competent in comparison with earlier works.Comment: 20 pages,8 figures, 6 Table

De Novo Assembly of Nucleotide Sequences in a Compressed Feature Space

Sequencing technologies allow for an in-depth analysis of biological species but the size of the generated datasets introduce a number of analytical challenges. Recently, we demonstrated the application of numerical sequence representations and data transformations for the alignment of short reads to a reference genome. Here, we expand out approach for de novo assembly of short reads. Our results demonstrate that highly compressed data can encapsulate the signal suffi- ciently to accurately assemble reads to big contigs or complete genomes

Chemoinformatics Research at the University of Sheffield: A History and Citation Analysis

This paper reviews the work of the Chemoinformatics Research Group in the Department of Information Studies at the University of Sheffield, focusing particularly on the work carried out in the period 1985-2002. Four major research areas are discussed, these involving the development of methods for: substructure searching in databases of three-dimensional structures, including both rigid and flexible molecules; the representation and searching of the Markush structures that occur in chemical patents; similarity searching in databases of both two-dimensional and three-dimensional structures; and compound selection and the design of combinatorial libraries. An analysis of citations to 321 publications from the Group shows that it attracted a total of 3725 residual citations during the period 1980-2002. These citations appeared in 411 different journals, and involved 910 different citing organizations from 54 different countries, thus demonstrating the widespread impact of the Group's work