Predefined pattern detection in large time series

Predefined pattern detection from time series is an interesting and challenging task. In order to reduce its computational cost and increase effectiveness, a number of time series representation methods and similarity measures have been proposed. Most of the existing methods focus on full sequence matching, that is, sequences with clearly defined beginnings and endings, where all data points contribute to the match. These methods, however, do not account for temporal and magnitude deformations in the data and result to be ineffective on several real-world scenarios where noise and external phenomena introduce diversity in the class of patterns to be matched. In this paper, we present a novel pattern detection method, which is based on the notions of templates, landmarks, constraints and trust regions. We employ the Minimum Description Length (MDL) principle for time series preprocessing step, which helps to preserve all the prominent features and prevents the template from overfitting. Templates are provided by common users or domain experts, and represent interesting patterns we want to detect from time series. Instead of utilising templates to match all the potential subsequences in the time series, we translate the time series and templates into landmark sequences, and detect patterns from landmark sequence of the time series. Through defining constraints within the template landmark sequence, we effectively extract all the landmark subsequences from the time series landmark sequence, and obtain a number of landmark segments (time series subsequences or instances). We model each landmark segment through scaling the template in both temporal and magnitude dimensions. To suppress the influence of noise, we introduce the concept oftrust region, which not only helps to achieve an improved instance model, but also helps to catch the accurate boundaries of instances of the given template. Based on the similarities derived from instance models, we introduce the probability density function to calculate a similarity threshold. The threshold can be used to judge if a landmark segment is a true instance of the given template or not. To evaluate the effectiveness and efficiency of the proposed method, we apply it to two real-world datasets. The results show that our method is capable of detecting patterns of temporal and magnitude deformations with competitive performance

Mining sensor data from complex systems

Today, virtually everything, from natural phenomena to complex artificial and physical systems, can be measured and the resulting information collected, stored and analyzed in order to gain new insight. This thesis shows how complex systems often exhibit diverse behavior at different temporal scales, and that data mining methods should be able to cope with the multiple resolutions (scales) at the same time in order to fully understand the data at hand and extract useful information from it. Under these assumptions, we introduce novel data mining and visualization methods for large time series data collected from complex physical systems. In particular, we focus on three fundamental problems: the detection of multi-scale patterns, the recognition of recurrent events, and the interactive visualization of massive time series data. We evaluate our methods on a real-world scenario provided by InfraWatch, a Structural Health Monitoring project centered around the management and analysis of data collected by a large sensor network deployed on a Dutch highway bridge. The application of our methods resulted in the identification of the relevant scales of analysis in the InfraWatch data (and other datasets), the detection of the different recurring motifs and the visualization of terabytes of time series data interactively.STWAlgorithms and the Foundations of Software technolog

MDL-based analysis of time series at multiple time-scales

The behavior of many complex physical systems is affected by a variety of phenomena occurring at different temporal scales. Time series data produced by measuring properties of such systems often mirrors this fact by appearing as a composition of signals across different time scales. When the final goal of the analysis is to model the individual phenomena affecting a system, it is crucial to be able to recognize the right temporal scales and to separate the individual components of the data. In this paper, we approach this challenge through a combination of the Minimum Description Length (MDL) principle, feature selection strategies, and convolution techniques from the signal processing field. As a result, our algorithm produces a good decomposition of a given time series and, as a side effect, builds a compact representation of its identified components. Experiments demonstrate that our method manages to identify correctly both the number and the temporal scale of the components for real-world as well as artificial data and show the usefulness of our method as an exploratory tool for analyzing time series data.status: publishe