Detecting Pattern Anomalies in Hydrological Time Series with Weighted Probabilistic Suffix Trees

Anomalous patterns are common phenomena in time series datasets. The presence of anomalous patterns in hydrological data may represent some anomalous hydrometeorological events that are significantly different from others and induce a bias in the decision-making process related to design, operation and management of water resources. Hence, it is necessary to extract those “anomalous” knowledge that can provide valuable and useful information for future hydrological analysis and forecasting from hydrological data. This paper focuses on the problem of detecting anomalous patterns from hydrological time series data, and proposes an effective and accurate anomalous pattern detection approach, TFSAX_wPST, which combines the advantages of the Trend Feature Symbolic Aggregate approximation (TFSAX) and weighted Probabilistic Suffix Tree (wPST). Experiments with different hydrological real-world time series are reported, and the results indicate that the proposed methods are fast and can correctly detect anomalous patterns for hydrological time series analysis, and thus promote the deep analysis and continuous utilization of hydrological time series data.

On Prediction Using Variable Order Markov Models

This paper is concerned with algorithms for prediction of discrete sequences over a finite alphabet, using variable order Markov models. The class of such algorithms is large and in principle includes any lossless compression algorithm. We focus on six prominent prediction algorithms, including Context Tree Weighting (CTW), Prediction by Partial Match (PPM) and Probabilistic Suffix Trees (PSTs). We discuss the properties of these algorithms and compare their performance using real life sequences from three domains: proteins, English text and music pieces. The comparison is made with respect to prediction quality as measured by the average log-loss. We also compare classification algorithms based on these predictors with respect to a number of large protein classification tasks. Our results indicate that a ``decomposed'' CTW (a variant of the CTW algorithm) and PPM outperform all other algorithms in sequence prediction tasks. Somewhat surprisingly, a different algorithm, which is a modification of the Lempel-Ziv compression algorithm, significantly outperforms all algorithms on the protein classification problems.