scholarly journals AN OVERVIEW OF SIMILARITY SEARCH IN TIME SERIES DATA

2011 ◽  
Vol 14 (2) ◽  
pp. 71-79
Author(s):  
Anh Tuan Duong

Time series data occur in many real life applications, ranging from science and engineering to business. In many of these applications, searching through large time series database based on query sequence is often desirable. Such similarity-based retrieval is also the basic subroutine in several advanced time series data mining tasks such as clustering, classification, finding motifs, detecting anomaly patterns, rule discovery and visualization. Although several different approaches have been developed, most are based on the common premise of dimensionality reduction and spatial access methods. This survey gives an overview of recent research and shows how the methods fit into a general framework of feature extraction.

Author(s):  
Andrew Q. Philips

In cross-sectional time-series data with a dichotomous dependent variable, failing to account for duration dependence when it exists can lead to faulty inferences. A common solution is to include duration dummies, polynomials, or splines to proxy for duration dependence. Because creating these is not easy for the common practitioner, I introduce a new command, mkduration, that is a straightforward way to generate a duration variable for binary cross-sectional time-series data in Stata. mkduration can handle various forms of missing data and allows the duration variable to easily be turned into common parametric and nonparametric approximations.


Author(s):  
Anne Denton

Time series data is of interest to most science and engineering disciplines and analysis techniques have been developed for hundreds of years. There have, however, in recent years been new developments in data mining techniques, such as frequent pattern mining, that take a different perspective of data. Traditional techniques were not meant for such pattern-oriented approaches. There is, as a result, a significant need for research that extends traditional time-series analysis, in particular clustering, to the requirements of the new data mining algorithms.


2005 ◽  
Vol 620 (2) ◽  
pp. 1033-1042 ◽  
Author(s):  
David T. F. Weldrake ◽  
Penny D. Sackett

2019 ◽  
Vol 14 ◽  
pp. 155892501988346 ◽  
Author(s):  
Mine Seçkin ◽  
Ahmet Çağdaş Seçkin ◽  
Aysun Coşkun

Although textile production is heavily automation-based, it is viewed as a virgin area with regard to Industry 4.0. When the developments are integrated into the textile sector, efficiency is expected to increase. When data mining and machine learning studies are examined in textile sector, it is seen that there is a lack of data sharing related to production process in enterprises because of commercial concerns and confidentiality. In this study, a method is presented about how to simulate a production process and how to make regression from the time series data with machine learning. The simulation has been prepared for the annual production plan, and the corresponding faults based on the information received from textile glove enterprise and production data have been obtained. Data set has been applied to various machine learning methods within the scope of supervised learning to compare the learning performances. The errors that occur in the production process have been created using random parameters in the simulation. In order to verify the hypothesis that the errors may be forecast, various machine learning algorithms have been trained using data set in the form of time series. The variable showing the number of faulty products could be forecast very successfully. When forecasting the faulty product parameter, the random forest algorithm has demonstrated the highest success. As these error values have given high accuracy even in a simulation that works with uniformly distributed random parameters, highly accurate forecasts can be made in real-life applications as well.


2021 ◽  
pp. 1-20
Author(s):  
Fabian Kai-Dietrich Noering ◽  
Yannik Schroeder ◽  
Konstantin Jonas ◽  
Frank Klawonn

In technical systems the analysis of similar situations is a promising technique to gain information about the system’s state, its health or wearing. Very often, situations cannot be defined but need to be discovered as recurrent patterns within time series data of the system under consideration. This paper addresses the assessment of different approaches to discover frequent variable-length patterns in time series. Because of the success of artificial neural networks (NN) in various research fields, a special issue of this work is the applicability of NNs to the problem of pattern discovery in time series. Therefore we applied and adapted a Convolutional Autoencoder and compared it to classical nonlearning approaches based on Dynamic Time Warping, based on time series discretization as well as based on the Matrix Profile. These nonlearning approaches have also been adapted, to fulfill our requirements like the discovery of potentially time scaled patterns from noisy time series. We showed the performance (quality, computing time, effort of parametrization) of those approaches in an extensive test with synthetic data sets. Additionally the transferability to other data sets is tested by using real life vehicle data. We demonstrated the ability of Convolutional Autoencoders to discover patterns in an unsupervised way. Furthermore the tests showed, that the Autoencoder is able to discover patterns with a similar quality like classical nonlearning approaches.


2021 ◽  
Author(s):  
◽  
Mohammed Ali

In this thesis, we focus on time-series data, which is commonly used by domain experts in different domains to explore and understand phenomena or behaviors under consideration, as-sisting them in making decisions, predicting the future or solving problems. Utilizing sensor devices is one of the common ways of collecting time-series data. These devices collect large volumes of raw data, including multi-dimensional time-series data, and each value is associated with the time-stamp corresponding to when it was recorded. However, finding interesting pat-terns or behaviors in a large amount of data is not simple due to the nature of the data and other challenges related to its size and scalability, high dimensionality, complexity, representation, and unique structure.Researchers tend to use time-series chart visualization, which is usually unsuitable because of the small screen resolution which cannot accommodate the large size of the data. Hence, occlusion and overplotting issues occur, limiting or complicating the exploration and analysis tasks. Another challenge concerns the labeling of patterns in large time-series data, which is time-consuming and requires a great deal of expert knowledge.These issues are addressed in this thesis to improve the exploration, analysis and presen-tation of time-series data and enable users to gain insights into large and multi-dimensional time-series datasets using a combination of dimensionality reduction techniques and interac-tive visual methods. The provided solutions will help researchers from various domains who deal with large and multi-dimensional time-series data to efficiently explore and analyze such data with little effort and in record time.Initially, we explore the area of integration between machine learning algorithms and inter-active visualization techniques for exploring and understanding time-series data, specifically looking at clustering and classification for time-series data in visual analytics. The survey is considered to be a valuable guide for both new researchers and experts in the emerging field of integrating machine learning algorithms into visual analytics.Next, we present a novel approach that aims to explore, analyze, and present large temporal datasets through one image. The proposed approach uses a sliding window and dimensionality reduction techniques to depict a large time-series data as points into a 2D scatter plot. The approach provides novel solutions to many pattern discovery issues and can deal with both univariate and multivariate time-series data.Following this, our proposed approach is combined with both visualization and interaction techniques into one system called TimeCluster, which is a visual analytics tool allowing users to visualize, explore and interact with large time-series data. The system addresses different issues such as anomaly detection, the discovery of frequent patterns, and the labeling of in-teresting patterns in large time-series data all in a single system. We deploy our system with different time-series datasets and report real-world case studies of its utility.Later, the linkage between the 1D view (time-series chart) to the 2D view of the 2D embed-ding of time-series data, and parallel interactions such as selection and labeling, are employed to explore and examine the effectiveness of recent developments in machine learning and di-mension reduction in the context of time-series data exploration. We design a user study to evaluate and validate the effectiveness of the linkage between both a 1D and 2D visualization, and how their fitness in the context of projecting time-series data is, where different dimen-sionality reduction techniques are examined, evaluated and compared within our experimental setting.Lastly, we conclude our findings and outline possible areas for future work.


2020 ◽  
pp. 016001762095913
Author(s):  
Michael Beenstock ◽  
Daniel Felsenstein

Informed regional policy needs good regional data. As regional data series for key economic variables are generally absent whereas national-level time series data for the same variables are ubiquitous, we suggest an approach that leverages this advantage. We hypothesize the existence of a pervasive “common factor” represented by the national time series that affects regions differentially. We provide an empirical illustration in which national FDI is used in place of panel data for FDI, which are absent. The proposed methodology is tested empirically with respect to the determinants of regional demand for housing. We use a quasi-experimental approach to compare the results of a “common correlated effects” (CCE) estimator with a benchmark case when absent regional data are omitted. Using three common factors relating to national population, income and housing stock, we find mixed support for the common correlated effects hypothesis. We conclude by discussing how our experimental design may serve as a methodological prototype for further tests of CCE as a solution to the absent spatial data problem.


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