A review on time series data mining

The advances in location-acquisition and mobile computing techniques have generated massive spatial trajectory data, which represent the mobility of a diversity of moving objects, such as people, vehicles, and animals. Many techniques have been proposed for processing, managing, and mining trajectory data in the past decade, fostering a broad range of applications. In this article, we conduct a systematic survey on the major research into trajectory data mining, providing a panorama of the field as well as the scope of its research topics. Following a road map from the derivation of trajectory data, to trajectory data preprocessing, to trajectory data management, and to a variety of mining tasks (such as trajectory pattern mining, outlier detection, and trajectory classification), the survey explores the connections, correlations, and differences among these existing techniques. This survey also introduces the methods that transform trajectories into other data formats, such as graphs, matrices, and tensors, to which more data mining and machine learning techniques can be applied. Finally, some public trajectory datasets are presented. This survey can help shape the field of trajectory data mining, providing a quick understanding of this field to the community.

/pdf/trajectory-data-mining-an-overview-3192m0wjto.pdf

Trajectory Data Mining: An Overview

With the increasing advances in hardware technology for data collection, and advances in software technology (databases) for data organization, computer scientists have increasingly participated in the latest advancements of the outlier analysis field. Computer scientists, specifically, approach this field based on their practical experiences in managing large amounts of data, and with far fewer assumptions the data can be of any type, structured or unstructured, and may be extremely large. Outlier Analysisis a comprehensive exposition, as understood by data mining experts, statisticians and computer scientists. The book has been organized carefully, and emphasis was placed on simplifying the content, so that students and practitioners can also benefit. Chapters will typically cover one of three areas: methods and techniques commonly used in outlier analysis, such as linear methods, proximity-based methods, subspace methods, and supervised methods; data domains, such as, text, categorical, mixed-attribute, time-series, streaming, discrete sequence, spatial and network data; and key applications of these methods as applied to diverse domains such as credit card fraud detection, intrusion detection, medical diagnosis, earth science, web log analytics, and social network analysis are covered.

Outlier Analysis

Time-series clustering - A decade review

In the last 5 years there have been a large number of new time series classification algorithms proposed in the literature. These algorithms have been evaluated on subsets of the 47 data sets in the University of California, Riverside time series classification archive. The archive has recently been expanded to 85 data sets, over half of which have been donated by researchers at the University of East Anglia. Aspects of previous evaluations have made comparisons between algorithms difficult. For example, several different programming languages have been used, experiments involved a single train/test split and some used normalised data whilst others did not. The relaunch of the archive provides a timely opportunity to thoroughly evaluate algorithms on a larger number of datasets. We have implemented 18 recently proposed algorithms in a common Java framework and compared them against two standard benchmark classifiers (and each other) by performing 100 resampling experiments on each of the 85 datasets. We use these results to test several hypotheses relating to whether the algorithms are significantly more accurate than the benchmarks and each other. Our results indicate that only nine of these algorithms are significantly more accurate than both benchmarks and that one classifier, the collective of transformation ensembles, is significantly more accurate than all of the others. All of our experiments and results are reproducible: we release all of our code, results and experimental details and we hope these experiments form the basis for more robust testing of new algorithms in the future.

https://link.springer.com/content/pdf/10.1007%2Fs10618-016-0483-9.pdf

The great time series classification bake off: a review and experimental evaluation of recent algorithmic advances

The last decade has witnessed a tremendous growths of interests in applications that deal with querying and mining of time series data. Numerous representation methods for dimensionality reduction and similarity measures geared towards time series have been introduced. Each individual work introducing a particular method has made specific claims and, aside from the occasional theoretical justifications, provided quantitative experimental observations. However, for the most part, the comparative aspects of these experiments were too narrowly focused on demonstrating the benefits of the proposed methods over some of the previously introduced ones. In order to provide a comprehensive validation, we conducted an extensive set of time series experiments re-implementing 8 different representation methods and 9 similarity measures and their variants, and testing their effectiveness on 38 time series data sets from a wide variety of application domains. In this paper, we give an overview of these different techniques and present our comparative experimental findings regarding their effectiveness. Our experiments have provided both a unified validation of some of the existing achievements, and in some cases, suggested that certain claims in the literature may be unduly optimistic.

/pdf/querying-and-mining-of-time-series-data-experimental-4uzriiubdj.pdf

Querying and mining of time series data: experimental comparison of representations and distance measures

The previous decade has brought a remarkable increase of the interest in applications that deal with querying and mining of time series data. Many of the research efforts in this context have focused on introducing new representation methods for dimensionality reduction or novel similarity measures for the underlying data. In the vast majority of cases, each individual work introducing a particular method has made specific claims and, aside from the occasional theoretical justifications, provided quantitative experimental observations. However, for the most part, the comparative aspects of these experiments were too narrowly focused on demonstrating the benefits of the proposed methods over some of the previously introduced ones. In order to provide a comprehensive validation, we conducted an extensive experimental study re-implementing eight different time series representations and nine similarity measures and their variants, and testing their effectiveness on 38 time series data sets from a wide variety of application domains. In this article, we give an overview of these different techniques and present our comparative experimental findings regarding their effectiveness. In addition to providing a unified validation of some of the existing achievements, our experiments also indicate that, in some cases, certain claims in the literature may be unduly optimistic.

/pdf/experimental-comparison-of-representation-methods-and-2n9rjdcma3.pdf

Experimental comparison of representation methods and distance measures for time series data

We introduce a simple data model and API tailored for serving the social graph, and TAO, an implementation of this model. TAO is a geographically distributed data store that provides efficient and timely access to the social graph for Facebook's demanding workload using a fixed set of queries. It is deployed at Facebook, replacing memcache for many data types that fit its model. The system runs on thousands of machines, is widely distributed, and provides access to many petabytes of data. TAO can process a billion reads and millions of writes each second.

/pdf/tao-facebook-s-distributed-data-store-for-the-social-graph-1ufeq8hrnk.pdf

TAO: Facebook's distributed data store for the social graph

The previous decade has brought a remarkable increase of the interest in applications that deal with querying and mining of time series data. Many of the research efforts in this context have focused on introducing new representation methods for dimensionality reduction or novel similarity measures for the underlying data. In the vast majority of cases, each individual work introducing a particular method has made specific claims and, aside from the occasional theoretical justifications, provided quantitative experimental observations. However, for the most part, the comparative aspects of these experiments were too narrowly focused on demonstrating the benefits of the proposed methods over some of the previously introduced ones. In order to provide a comprehensive validation, we conducted an extensive experimental study re-implementing eight different time series representations and nine similarity measures and their variants, and testing their effectiveness on thirty-eight time series data sets from a wide variety of application domains. In this paper, we give an overview of these different techniques and present our comparative experimental findings regarding their effectiveness. In addition to providing a unified validation of some of the existing achievements, our experiments also indicate that, in some cases, certain claims in the literature may be unduly optimistic.

Experimental Comparison of Representation Methods and Distance Measures for Time Series Data

This work addresses the problem of processing continuous nearest neighbor (NN) queries for moving objects trajectories when the exact position of a given object at a particular time instant is not known, but is bounded by an uncertainty region. As has already been observed in the literature, the answers to continuous NN-queries in spatio-temporal settings are time parameterized in the sense that the objects in the answer vary over time. Incorporating uncertainty in the model yields additional attributes that affect the semantics of the answer to this type of queries. In this work, we formalize the impact of uncertainty on the answers to the continuous probabilistic NN-queries, provide a compact structure for their representation and efficient algorithms for constructing that structure. We also identify syntactic constructs for several qualitative variants of continuous probabilistic NN-queries for uncertain trajectories and present efficient algorithms for their processing.

/pdf/continuous-probabilistic-nearest-neighbor-queries-for-3b8gbczlmv.pdf

Hui Ding

Papers

Querying and mining of time series data: experimental comparison of representations and distance measures

Experimental comparison of representation methods and distance measures for time series data

TAO: Facebook's distributed data store for the social graph

Experimental Comparison of Representation Methods and Distance Measures for Time Series Data

Continuous probabilistic nearest-neighbor queries for uncertain trajectories