1,333 research outputs found
QCBA: Postoptimization of Quantitative Attributes in Classifiers based on Association Rules
The need to prediscretize numeric attributes before they can be used in
association rule learning is a source of inefficiencies in the resulting
classifier. This paper describes several new rule tuning steps aiming to
recover information lost in the discretization of numeric (quantitative)
attributes, and a new rule pruning strategy, which further reduces the size of
the classification models. We demonstrate the effectiveness of the proposed
methods on postoptimization of models generated by three state-of-the-art
association rule classification algorithms: Classification based on
Associations (Liu, 1998), Interpretable Decision Sets (Lakkaraju et al, 2016),
and Scalable Bayesian Rule Lists (Yang, 2017). Benchmarks on 22 datasets from
the UCI repository show that the postoptimized models are consistently smaller
-- typically by about 50% -- and have better classification performance on most
datasets
Multi-Sensor Event Detection using Shape Histograms
Vehicular sensor data consists of multiple time-series arising from a number
of sensors. Using such multi-sensor data we would like to detect occurrences of
specific events that vehicles encounter, e.g., corresponding to particular
maneuvers that a vehicle makes or conditions that it encounters. Events are
characterized by similar waveform patterns re-appearing within one or more
sensors. Further such patterns can be of variable duration. In this work, we
propose a method for detecting such events in time-series data using a novel
feature descriptor motivated by similar ideas in image processing. We define
the shape histogram: a constant dimension descriptor that nevertheless captures
patterns of variable duration. We demonstrate the efficacy of using shape
histograms as features to detect events in an SVM-based, multi-sensor,
supervised learning scenario, i.e., multiple time-series are used to detect an
event. We present results on real-life vehicular sensor data and show that our
technique performs better than available pattern detection implementations on
our data, and that it can also be used to combine features from multiple
sensors resulting in better accuracy than using any single sensor. Since
previous work on pattern detection in time-series has been in the single series
context, we also present results using our technique on multiple standard
time-series datasets and show that it is the most versatile in terms of how it
ranks compared to other published results
Efficient Kernel-Based Subsequence Search for Enabling Health Monitoring Services in IoT-Based Home Setting
This paper presents an efficient approach for subsequence search in data streams. The problem consists of identifying coherent repetitions of a given reference time-series, also in the multivariate case, within a longer data stream. The most widely adopted metric to address this problem is Dynamic Time Warping (DTW), but its computational complexity is a well-known issue. In this paper, we present an approach aimed at learning a kernel approximating DTW for efficiently analyzing streaming data collected from wearable sensors, while reducing the burden of DTW computation. Contrary to kernel, DTW allows for comparing two time-series with different length. To enable the use of kernel for comparing two time-series with different length, a feature embedding is required in order to obtain a fixed length vector representation. Each vector component is the DTW between the given time-series and a set of "basis" series, randomly chosen. The approach has been validated on two benchmark datasets and on a real-life application for supporting self-rehabilitation in elderly subjects has been addressed. A comparison with traditional DTW implementations and other state-of-the-art algorithms is provided: results show a slight decrease in accuracy, which is counterbalanced by a significant reduction in computational costs
The Motif Tracking Algorithm
The search for patterns or motifs in data represents a problem area of key interest to finance and economic researchers. In this paper we introduce the Motif Tracking Algorithm, a novel immune inspired pattern identification tool that is able to identify unknown motifs of a non specified length which repeat within time series data. The power of the algorithm comes from the fact that it uses a small number of parameters with minimal assumptions regarding the data being examined or the underlying motifs. Our interest lies in applying the algorithm to financial time series data to identify unknown patterns that exist. The algorithm is tested using three separate data sets. Particular suitability to financial data is shown by applying it to oil price data. In all cases the algorithm identifies the presence of a motif population in a fast and efficient manner due to the utilisation of an intuitive symbolic representation. The resulting population of motifs is shown to have considerable potential value for other applications such as forecasting and algorithm seeding
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