Efficient pattern matching for uncertain time series data with optimal sampling and dimensionality reduction

2020 ◽  
Vol 75 ◽  
pp. 103057 ◽  
Author(s):  
K. Dinakaran ◽  
D. Rajalakshmi ◽  
P. Valarmathie
2021 ◽  
Vol 11 (9) ◽  
pp. 3876
Author(s):  
Weiming Mai ◽  
Raymond S. T. Lee

Chart patterns are significant for financial market behavior analysis. Lots of approaches have been proposed to detect specific patterns in financial time series data, most of them can be categorized as distance-based or training-based. In this paper, we applied a trainable continuous Hopfield Neural Network for financial time series pattern matching. The Perceptually Important Points (PIP) segmentation method is used as the data preprocessing procedure to reduce the fluctuation. We conducted a synthetic data experiment on both high-level noisy data and low-level noisy data. The result shows that our proposed method outperforms the Template Based (TB) and Euclidean Distance (ED) and has an advantage over Dynamic Time Warping (DTW) in terms of the processing time. That indicates the Hopfield network has a potential advantage over other distance-based matching methods.


Author(s):  
Jochen Garcke ◽  
Rodrigo Iza-Teran ◽  
Marvin Marks ◽  
Mandar Pathare ◽  
Dirk Schollbach ◽  
...  

2010 ◽  
Vol 23 (5-6) ◽  
pp. 327-338 ◽  
Author(s):  
Peter Mannfolk ◽  
Ronnie Wirestam ◽  
Markus Nilsson ◽  
Freddy Ståhlberg ◽  
Johan Olsrud

2016 ◽  
Vol 5 (6) ◽  
pp. 233-236
Author(s):  
Radzuan M. F. Nabilah ◽  
◽  
Zalinda Othman ◽  
Bakar A. Azuraliza

2020 ◽  
Vol 21 (1) ◽  
Author(s):  
Toby Kenney ◽  
Junqiu Gao ◽  
Hong Gu

Abstract Background The vast majority of microbiome research so far has focused on the structure of the microbiome at a single time-point. There have been several studies that measure the microbiome from a particular environment over time. A few models have been developed by extending time series models to accomodate specific features in microbiome data to address questions of stability and interactions of the microbime time series. Most research has observed the stability and mean reversion for some microbiomes. However, little has been done to study the mean reversion rates of these stable microbes and how sampling frequencies are related to such conclusions. In this paper, we begin to rectify this situation. We analyse two widely studied microbial time series data sets on four healthy individuals. We choose to study healthy individuals because we are interested in the baseline temporal dynamics of the microbiome. Results For this analysis, we focus on the temporal dynamics of individual genera, absorbing all interactions in a stochastic term. We use a simple stochastic differential equation model to assess the following three questions. (1) Does the microbiome exhibit temporal continuity? (2) Does the microbiome have a stable state? (3) To better understand the temporal dynamics, how frequently should data be sampled in future studies? We find that a simple Ornstein–Uhlenbeck model which incorporates both temporal continuity and reversion to a stable state fits the data for almost every genus better than a Brownian motion model that contains only temporal continuity. The Ornstein–Uhlenbeck model also fits the data better than modelling separate time points as independent. Under the Ornstein–Uhlenbeck model, we calculate the variance of the estimated mean reversion rate (the speed with which each genus returns to its stable state). Based on this calculation, we are able to determine the optimal sample schemes for studying temporal dynamics. Conclusions There is evidence of temporal continuity for most genera; there is clear evidence of a stable state; and the optimal sampling frequency for studying temporal dynamics is in the range of one sample every 0.8–3.2 days.


2015 ◽  
Vol 2015 ◽  
pp. 1-13 ◽  
Author(s):  
Wei Wang ◽  
Guohua Liu ◽  
Dingjia Liu

In real application scenarios, the inherent impreciseness of sensor readings, the intentional perturbation of privacy-preserving transformations, and error-prone mining algorithms cause much uncertainty of time series data. The uncertainty brings serious challenges for the similarity measurement of time series. In this paper, we first propose a model of uncertain time series inspired by Chebyshev inequality. It estimates possible sample value range and central tendency range in terms of sample estimation interval and central tendency estimation interval, respectively, at each time slot. In comparison with traditional models adopting repeated measurements and random variable, Chebyshev model reduces overall computational cost and requires no prior knowledge. We convert Chebyshev uncertain time series into certain time series matrix; therefore noise reduction and dimensionality reduction are available for uncertain time series. Secondly, we propose a new similarity matching method based on Chebyshev model. It depends on overlaps between two sample estimation intervals and overlaps between central tendency estimation intervals from different uncertain time series. At the end of this paper, we conduct an extensive experiment and analyze the results by comparing with prior works.


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