Advances in Spatial and Temporal Databases
Volume 3633 of the series Lecture Notes in Computer Science pp 127-144
Change Detection in Time Series Data Using Wavelet Footprints
- Mehdi SharifzadehAffiliated withComputer Science Department, University of Southern California
- , Farnaz AzmoodehAffiliated withComputer Science Department, University of Southern California
- , Cyrus ShahabiAffiliated withComputer Science Department, University of Southern California
Abstract
In this paper, we propose a novel approach to address the problem of change detection in time series data. Our approach is based on wavelet footprints proposed originally by the signal processing community for signal compression. We, however, exploit the properties of footprints to capture discontinuities in a signal. We show that transforming data using footprints generates nonzero coefficients only at the change points. Exploiting this property, we propose a change detection query processing scheme which employs footprint-transformed data to identify change points, their amplitudes, and degrees of change efficiently and accurately. Our analytical and empirical results show that our approach outperforms the best known change detection approach in terms of both performance and accuracy. Furthermore, unlike the state of the art approaches, our query response time is independent of the number of change points and the user-defined change threshold.
- Title
- Change Detection in Time Series Data Using Wavelet Footprints
- Book Title
- Advances in Spatial and Temporal Databases
- Book Subtitle
- 9th International Symposium, SSTD 2005, Angra dos Reis, Brazil, August 22-24, 2005. Proceedings
- Pages
- pp 127-144
- Copyright
- 2005
- DOI
- 10.1007/11535331_8
- Print ISBN
- 978-3-540-28127-6
- Online ISBN
- 978-3-540-31904-7
- Series Title
- Lecture Notes in Computer Science
- Series Volume
- 3633
- Series ISSN
- 0302-9743
- Publisher
- Springer Berlin Heidelberg
- Copyright Holder
- Springer-Verlag Berlin Heidelberg
- Additional Links
- Topics
- Industry Sectors
- eBook Packages
- Editors
-
- Claudia Bauzer Medeiros (16)
- Max J. Egenhofer (17)
- Elisa Bertino (18)
- Editor Affiliations
-
- 16. Institute of Computing, CP 6176, University of Campinas
- 17. National Center for Geographic Information and Analysis and Department of Spatial Information Science and Engineering, University of Maine
- 18. Purdue University
- Authors
-
- Mehdi Sharifzadeh (19)
- Farnaz Azmoodeh (19)
- Cyrus Shahabi (19)
- Author Affiliations
-
- 19. Computer Science Department, University of Southern California, Los Angeles, CA, 90089-0781, USA
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