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Mining for Frequent Events in Time Series

"While much work has been done in mining nominal sequential data much less has been done on mining numeric time series data. This stems primarily from the problems of relating numeric data, which likely contains error or other variations which make directly relating values difficult. To handle this problem, many algorithms first convert data into a sequence of events. In some cases these events are known a priori, but in others they are not. Our work evaluates a set of time series data instances in order to determine likely candidates for unknown underlying events. We use the concept of bounding envelopes to represent the area around a numeric time series in which the unknown noise-free points could exist. We then use an algorithm similar to Apriori to build up sets of envelope intersections. The areas created by these intersections represent common patterns found throughout the data."

Identiferoai:union.ndltd.org:wpi.edu/oai:digitalcommons.wpi.edu:etd-theses-2015
Date02 September 2004
CreatorsStoecker-Sylvia, Zachary
ContributorsCarolina Ruiz, Advisor, Fernando C. Colon Osorio, Reader,
PublisherDigital WPI
Source SetsWorcester Polytechnic Institute
Detected LanguageEnglish
Typetext
Formatapplication/pdf
SourceMasters Theses (All Theses, All Years)

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