A review on time series data mining

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

This textbook explores the different aspects of data mining from the fundamentals to the complex data types and their applications, capturing the wide diversity of problem domains for data mining issues. It goes beyond the traditional focus on data mining problems to introduce advanced data types such as text, time series, discrete sequences, spatial data, graph data, and social networks. Until now, no single book has addressed all these topics in a comprehensive and integrated way. The chapters of this book fall into one of three categories: Fundamental chapters: Data mining has four main problems, which correspond to clustering, classification, association pattern mining, and outlier analysis. These chapters comprehensively discuss a wide variety of methods for these problems. Domain chapters: These chapters discuss the specific methods used for different domains of data such as text data, time-series data, sequence data, graph data, and spatial data. Application chapters: These chapters study important applications such as stream mining, Web mining, ranking, recommendations, social networks, and privacy preservation. The domain chapters also have an applied flavor. Appropriate for both introductory and advanced data mining courses, Data Mining: The Textbook balances mathematical details and intuition. It contains the necessary mathematical details for professors and researchers, but it is presented in a simple and intuitive style to improve accessibility for students and industrial practitioners (including those with a limited mathematical background). Numerous illustrations, examples, and exercises are included, with an emphasis on semantically interpretable examples. Praise for Data Mining: The Textbook - As I read through this book, I have already decided to use it in my classes. This is a book written by an outstanding researcher who has made fundamental contributions to data mining, in a way that is both accessible and up to date. The book is complete with theory and practical use cases. Its a must-have for students and professors alike!" -- Qiang Yang, Chair of Computer Science and Engineering at Hong Kong University of Science and Technology"This is the most amazing and comprehensive text book on data mining. It covers not only the fundamental problems, such as clustering, classification, outliers and frequent patterns, and different data types, including text, time series, sequences, spatial data and graphs, but also various applications, such as recommenders, Web, social network and privacy. It is a great book for graduate students and researchers as well as practitioners." -- Philip S. Yu, UIC Distinguished Professor and Wexler Chair in Information Technology at University of Illinois at Chicago

Data Mining: The Textbook

In this paper, we propose a novel method for discovering characteristic patterns in a time series called SAX-VSM. This method is based on two existing techniques - Symbolic Aggregate approximation and Vector Space Model. SAX-VSM automatically discovers and ranks time series patterns by their "importance" to the class, which not only facilitates well-performing classification procedure, but also provides an interpretable class generalization. The accuracy of the method, as shown through experimental evaluation, is at the level of the current state of the art. While being relatively computationally expensive within a learning phase, our method provides fast, precise, and interpretable classification.

SAX-VSM: Interpretable Time Series Classification Using SAX and Vector Space Model

Advances in hardware technology have lead to an ability to collect data with the use of a variety of sensor technologies. In particular sensor notes have become cheaper and more efficient, and have even been integrated into day-to-day devices of use, such as mobile phones.This has lead to a much larger scale of applicability and mining of sensor data sets. The human-centric aspect of sensor data hascreated tremendous opportunities in integrating social aspects of sensor data collection into the mining process. Managing and Mining Sensor Data is a contributed volume by prominent leaders in this field, targeting advanced-level students in computer science as a secondary text book or reference. Practitioners and researchers working in this field will also find this book useful.

Managing and Mining Sensor Data

The problem of efficiently locating previously known patterns in a time series database (i.e., query by content) has received much attention and may now largely be regarded as a solved problem. However, from a knowledge discovery viewpoint, a more interesting problem is the enumeration of previously unknown, frequently occurring patterns. We call such patterns "motifs", because of their close analogy to their discrete counterparts in computation biology. An efficient motif discovery algorithm for time series would be useful as a tool for summarizing and visualizing massive time series databases. In addition it could be used as a subroutine in various other data mining tasks, including the discovery of association rules, clustering and classification. In this paper we carefully motivate, then introduce, a nontrivial definition of time series motifs. We propose an efficient algorithm to discover them, and we demonstrate the utility and efficiency of our approach on several real world datasets.

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P. Patel

Papers

Mining motifs in massive time series databases