Improved Periodicity Mining in Time Series Databases

Time series data represents information about real world phenomena and periodicity mining explores the interesting periodic behavior that is inherent in the data. Periodicity mining has numerous applications such as in weather forecasting, stock market prediction and analysis, pattern recognition, etc. Recently, the suffix tree, a powerful data structure that efficiently solves many strings related problems has been used to gather information about repeated substrings in the text and then perform periodicity mining. However, periodicity mining deals with large amounts of data which makes it difficult to perform mining in main memory due to the space constraints of the suffix tree. Thus, we first propose the use of the Compressed Suffix Tree (CST) for space efficient periodicity mining in very large datasets. Given the time-space trade-off that comes with any practical usage of the CST, we provide a comprehensive empirical analysis on the practical usage of CSTs and traditional suffix trees for periodicity mining.;Noise is an inherent part of practical time series data, and it is important to mine periods in spite of the noise. This leads to the problem of approximate periodicity mining. Existing algorithms have dealt with the noise introduced between the occurrences of the periodic pattern, but not the noise introduced in the structure of the pattern itself. We present a taxonomy for approximate periodicity and then propose an algorithm that performs periodicity mining in the presence of noise introduced simultaneously in both the structure of the pattern and between the periodic occurrences of the pattern