A review on time series data mining

Time-series clustering - A decade review

Most time series data mining algorithms use similarity search as a core subroutine, and thus the time taken for similarity search is the bottleneck for virtually all time series data mining algorithms. The difficulty of scaling search to large datasets largely explains why most academic work on time series data mining has plateaued at considering a few millions of time series objects, while much of industry and science sits on billions of time series objects waiting to be explored. In this work we show that by using a combination of four novel ideas we can search and mine truly massive time series for the first time. We demonstrate the following extremely unintuitive fact; in large datasets we can exactly search under DTW much more quickly than the current state-of-the-art Euclidean distance search algorithms. We demonstrate our work on the largest set of time series experiments ever attempted. In particular, the largest dataset we consider is larger than the combined size of all of the time series datasets considered in all data mining papers ever published. We show that our ideas allow us to solve higher-level time series data mining problem such as motif discovery and clustering at scales that would otherwise be untenable. In addition to mining massive datasets, we will show that our ideas also have implications for real-time monitoring of data streams, allowing us to handle much faster arrival rates and/or use cheaper and lower powered devices than are currently possible.

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Searching and mining trillions of time series subsequences under dynamic time warping

Change points are abrupt variations in time series data. Such abrupt changes may represent transitions that occur between states. Detection of change points is useful in modelling and prediction of time series and is found in application areas such as medical condition monitoring, climate change detection, speech and image analysis, and human activity analysis. This survey article enumerates, categorizes, and compares many of the methods that have been proposed to detect change points in time series. The methods examined include both supervised and unsupervised algorithms that have been introduced and evaluated. We introduce several criteria to compare the algorithms. Finally, we present some grand challenges for the community to consider.

A survey of methods for time series change point detection

In almost every scientific field, measurements are performed over time. These observations lead to a collection of organized data called time series. The purpose of time-series data mining is to try to extract all meaningful knowledge from the shape of data. Even if humans have a natural capacity to perform these tasks, it remains a complex problem for computers. In this article we intend to provide a survey of the techniques applied for time-series data mining. The first part is devoted to an overview of the tasks that have captured most of the interest of researchers. Considering that in most cases, time-series task relies on the same components for implementation, we divide the literature depending on these common aspects, namely representation techniques, distance measures, and indexing methods. The study of the relevant literature has been categorized for each individual aspects. Four types of robustness could then be formalized and any kind of distance could then be classified. Finally, the study submits various research trends and avenues that can be explored in the near future. We hope that this article can provide a broad and deep understanding of the time-series data mining research field.

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Time-series data mining

Current research in indexing and mining time series data has produced many interesting algorithms and representations. However, the algorithms and the size of data considered have generally not been representative of the increasingly massive datasets encountered in science, engineering, and business domains. In this work, we show how a novel multi-resolution symbolic representation can be used to index datasets which are several orders of magnitude larger than anything else considered in the literature. Our approach allows both fast exact search and ultra fast approximate search. We show how to exploit the combination of both types of search as sub-routines in data mining algorithms, allowing for the exact mining of truly massive real world datasets, containing millions of time series.

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iSAX: indexing and mining terabyte sized time series

There is an increasingly pressing need, by several applications in diverse domains, for developing techniques able to index and mine very large collections of time series. Examples of such applications come from astronomy, biology, the web, and other domains. It is not unusual for these applications to involve numbers of time series in the order of hundreds of millions to billions. However, all relevant techniques that have been proposed in the literature so far have not considered any data collections much larger than one-million time series. In this paper, we describe iSAX 2.0, a data structure designed for indexing and mining truly massive collections of time series. We show that the main bottleneck in mining such massive datasets is the time taken to build the index, and we thus introduce a novel bulk loading mechanism, the first of this kind specifically tailored to a time series index. We show how our method allows mining on datasets that would otherwise be completely untenable, including the first published experiments to index one billion time series, and experiments in mining massive data from domains as diverse as entomology, DNA and web-scale image collections.

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iSAX 2.0: Indexing and Mining One Billion Time Series

Current research in indexing and mining time series data has produced many interesting algorithms and representations. However, the algorithms and the size of data considered have generally not been representative of the increasingly massive datasets encountered in science, engineering, and business domains. In this work, we introduce a novel multi-resolution symbolic representation which can be used to index datasets which are several orders of magnitude larger than anything else considered in the literature. To demonstrate the utility of this representation, we constructed a simple tree-based index structure which facilitates fast exact search and orders of magnitude faster, approximate search. For example, with a database of one-hundred million time series, the approximate search can retrieve high quality nearest neighbors in slightly over a second, whereas a sequential scan would take tens of minutes. Our experimental evaluation demonstrates that our representation allows index performance to scale well with increasing dataset sizes. Additionally, we provide analysis concerning parameter sensitivity, approximate search effectiveness, and lower bound comparisons between time series representations in a bit constrained environment. We further show how to exploit the combination of both exact and approximate search as sub-routines in data mining algorithms, allowing for the exact mining of truly massive real world datasets, containing tens of millions of time series.

http://alumni.cs.ucr.edu/~shiehj/files/iSAX_Journal.pdf

iSAX: disk-aware mining and indexing of massive time series datasets

The vast majority of visualization tools introduced so far are specialized pieces of software that run explicitly on a particular dataset at a particular time for a particular purpose. In this work we introduce a novel framework for allowing visualization to take place in the background of normal day-to-day operation of any GUI based operation system. Our system works by replacing the standard file icons with automatically created icons that reflect the contents of the files in a principled way. We call such icons Intelligent Icons. The utility of Intelligent Icons is further enhanced by arranging them in a way that reflects their similarity/differences. We demonstrate the utility of our approach on diverse applications.

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Intelligent Icons: Integrating Lite-Weight Data Mining and Visualization into GUI Operating Systems

Classification of items taken from data streams requires algorithms that operate in time sensitive and computationally constrained environments. Often, the available time for classification is not known a priori and may change as a consequence of external circumstances. Many traditional algorithms are unable to provide satisfactory performance while supporting the highly variable response times that exemplify such applications. In such contexts, anytime algorithms, which are amenable to trading time for accuracy, have been found to be exceptionally useful and constitute an area of increasing research activity. Previous techniques for improving anytime classification have generally been concerned with optimizing the probability of correctly classifying individual objects. However, as we shall see, serially optimizing the probability of correctly classifying individual objects K times, generally gives inferior results to batch optimizing the probability of correctly classifying K objects. In this work, we show that this simple observation can be exploited to improve overall classification performance by using an anytime framework to allocate resources among a set of objects buffered from a fast arriving stream. Our ideas are independent of object arrival behavior, and, perhaps unintuitively, even in data streams with constant arrival rates our technique exhibits a marked improvement in performance. The utility of our approach is demonstrated with extensive experimental evaluations conducted on a wide range of diverse datasets.

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Jin Shieh

Papers

iSAX: indexing and mining terabyte sized time series

iSAX 2.0: Indexing and Mining One Billion Time Series

iSAX: disk-aware mining and indexing of massive time series datasets

Intelligent Icons: Integrating Lite-Weight Data Mining and Visualization into GUI Operating Systems

Polishing the Right Apple: Anytime Classification Also Benefits Data Streams with Constant Arrival Times