Time Series Mining

Author(s):  
Wynne Hsu ◽  
Mong Li Lee ◽  
Junmei Wang

In this chapter, we will first give the background and review existing works in time series mining. The background material will include commonly used similarity measures and techniques for dimension reduction and data discretization. Then we will examine techniques to discover periodic and sequential patterns. This will lay the groundwork for the subsequent three chapters on mining dense periodic patterns, incremental sequence mining, and mining progressive patterns.

Author(s):  
Pēteris Grabusts ◽  
Arkady Borisov

Clustering Methodology for Time Series MiningA time series is a sequence of real data, representing the measurements of a real variable at time intervals. Time series analysis is a sufficiently well-known task; however, in recent years research has been carried out with the purpose to try to use clustering for the intentions of time series analysis. The main motivation for representing a time series in the form of clusters is to better represent the main characteristics of the data. The central goal of the present research paper was to investigate clustering methodology for time series data mining, to explore the facilities of time series similarity measures and to use them in the analysis of time series clustering results. More complicated similarity measures include Longest Common Subsequence method (LCSS). In this paper, two tasks have been completed. The first task was to define time series similarity measures. It has been established that LCSS method gives better results in the detection of time series similarity than the Euclidean distance. The second task was to explore the facilities of the classical k-means clustering algorithm in time series clustering. As a result of the experiment a conclusion has been drawn that the results of time series clustering with the help of k-means algorithm correspond to the results obtained with LCSS method, thus the clustering results of the specific time series are adequate.


2019 ◽  
Vol 88 ◽  
pp. 506-517 ◽  
Author(s):  
Izaskun Oregi ◽  
Aritz Pérez ◽  
Javier Del Ser ◽  
Jose A. Lozano

Author(s):  
R. Scrivani ◽  
R. R. V. Goncalves ◽  
L. A. S. Romani ◽  
S. R. M. Oliveira ◽  
E. D. Assad

2017 ◽  
Vol 79 ◽  
pp. 207-224 ◽  
Author(s):  
Ashis Kumar Chanda ◽  
Chowdhury Farhan Ahmed ◽  
Md. Samiullah ◽  
Carson K. Leung

2014 ◽  
Vol 10 (2) ◽  
pp. 18-38 ◽  
Author(s):  
Kung-Jiuan Yang ◽  
Tzung-Pei Hong ◽  
Yuh-Min Chen ◽  
Guo-Cheng Lan

Partial periodic patterns are commonly seen in real-world applications. The major problem of mining partial periodic patterns is the efficiency problem due to a huge set of partial periodic candidates. Although some efficient algorithms have been developed to tackle the problem, the performance of the algorithms significantly drops when the mining parameters are set low. In the past, the authors have adopted the projection-based approach to discover the partial periodic patterns from single-event time series. In this paper, the authors extend it to mine partial periodic patterns from a sequence of event sets which multiple events concurrently occur at the same time stamp. Besides, an efficient pruning and filtering strategy is also proposed to speed up the mining process. Finally, the experimental results on a synthetic dataset and real oil price dataset show the good performance of the proposed approach.


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