Probabilistic discovery of time series motifs

Probabilistic discovery of time series motifs (2003)

by Bill Chiu , Eamonn Keogh , Stefano Lonardi

Citations:

92 - 19 self

Datum	Value	Source
TITLE	Probabilistic discovery of time series motifs	INFERENCE
AUTHOR NAME	Bill Chiu	SVM HeaderParse 0.2
AUTHOR NAME	Eamonn Keogh	SVM HeaderParse 0.2
AUTHOR NAME	Stefano Lonardi	SVM HeaderParse 0.2
ABSTRACT	Several important time series data mining problems reduce to the core task of finding approximately repeated subsequences in a longer time series. In an earlier work, we formalized the idea of approximately repeated subsequences by introducing the notion of time series motifs. Two limitations of this work were the poor scalability of the motif discovery algorithm, and the inability to discover motifs in the presence of noise. Here we address these limitations by introducing a novel algorithm inspired by recent advances in the problem of pattern discovery in biosequences. Our algorithm is probabilistic in nature, but as we show empirically and theoretically, it can find time series motifs with very high probability even in the presence of noise or “don’t care ” symbols. Not only is the algorithm fast, but it is an anytime algorithm, producing likely candidate motifs almost immediately, and gradually improving the quality of results over time.	SVM HeaderParse 0.2
YEAR	2003	INFERENCE
VENUE TYPE	CONFERENCE	INFERENCE
PAGES	493--498	INFERENCE
CITATIONS	37 found	ParsCit 1.0