Abstract
Massive amounts of data are generated daily at a rapid rate. As a result, the world is faced with unprecedented challenges and opportunities on managing the ever-growing data. These challenges are prevalent in time series for obvious reasons. Clearly, there is an urgent need for efficient solutions to mine large-scale time series databases. One of such data mining tasks is periodicity mining. Efficient and effective periodicity mining techniques in big data would be useful in cases such as finding animal migration patterns, analysis of stock market data for periodicity, and outlier detection in electrocardiogram (ECG), analyses of periodic disease outbreak etc. This work utilizes the notion of time series motifs for approximate period detection. Specifically, we present a novel and simple method to detect periods on time series data based on recurrent patterns. Our approach is effective, noise-resilient, and efficient. Experimental results show that our approach is superior compared to a popularly used period detection technique with respect to accuracy while requiring much less time and space.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Notes
- 1.
Although not explicitly named in the paper, the authors refer to it as GrammarViz on their website: http://www.cs.gmu.edu/~jessica/GrammarViz.html.
References
Rasheed, F., Al-Shalalfa, M., Alhajj, R.: Efficient periodicity mining in time series databases using suffix trees. In: TKDE (2011)
Lin, J., Keogh, E., Lonardi, S., Chiu, B.: A symbolic representation of time series, with implications for streaming algorithms. In: Workshop on Research Issues in DMKD (2003)
Li, Y., Lin, J., Oates, T.: Visualizing variable-length time series motifs. In: SDM (2012)
Nevill-Manning, C.G., Witten, I.H.: Identifying hierarchical structure in sequences: a linear-time algorithm. J. Artif. Intell. Res. 7, 67–82 (1997)
Amir, A., Eisenberg, E., Levy, A.: Approximate periodicity. In: Cheong, O., Chwa, K.-Y., Park, K. (eds.) ISAAC 2010, Part I. LNCS, vol. 6506, pp. 25–36. Springer, Heidelberg (2010)
Berberidis, C., Aref, W., Atallah, M., Vlahavas, I., Elmagarmid, A.: Multiple and partial periodicity mining in time series databases. In: ECAI (2002)
Han, J., Gong, W., Yin, Y.: Mining segment-wise periodic patterns in time related databases. In: KDD (1998)
Ma, S., Hellerstein, J.: Mining partially periodic event patterns with unknown periods. In: ICDE (2001)
Yang, J., Wang, W., Yu, P.: Mining partial periodic patterns with gap penalties. In: ICD (2002)
Elfeky, M.G., Aref, W.G., Elmagarmid, A.K.: Periodicity detection in time series databases. In: ICDE (2005)
Elfeky, M.G., Aref, W.G., Elmagarmid, A.K.: WARP: time warping for periodicity detection. In: ICDM (2005)
Sheng, C., Hsu, W., Lee, M.L.: Mining dense periodic patterns in time series data. In: ICDE (2006)
Sheng, C., Hsu, W., Lee, M.L.: Efficient Mining of Dense Periodic Patterns in Time Series. Technical report, Nat’l Univ. of Singapore (2005)
Han, J., Yin, Y., Dong, G.: Efficient mining of partial periodic patterns in time series database. In: ICDE (1999)
Priestley, M.B.: Spectral Analysis and Time Series. Academic Press, London (1981)
Vlachos, M., Yu, P.S., Castelli,V.: On periodicity detection and structural periodic similarity. In: SDM (2005)
Stoica, P., Moses, R.L.: Introduction to Spectral Analysis. Prentice-Hall, Upper Saddle River (1997)
Li, Z., Wang, J., Han, J.: Mining event periodicity from incomplete observations. In: KDD (2012)
Lam, H.T., Pham, N.D., Calders, T.: Online discovery of top-k similar motifs in time series data. In: SIAM Conference on Data Mining, SDM (2011)
Lin, J., Keogh, E., Lonardi, S., Patel, P.: Finding motifs in time series. In: Proceedings of 2nd Workshop on Temporal Data Mining at KDD (2002)
Mueen, A., Keogh, E.J.: Online discovery and maintenance of time series motifs. In: KDD (2010)
Nunthanid, P., Niennattrakul, V., Ratanamahatana, C.: Discovery of variable length time series motif. In: ECTICON (2011)
Smyth, W.F.: Computing periodicities in strings — a new approach. In: Proceedings of the 16th Australasian Workshop on Combinatorial Algorithms (2007)
Yang, J., Wang, W., Yu, P.S.: Mining asynchronous periodic patterns in time series data. In: KDD (2000)
Elfeky, M.G., Aref, W.G., Elmagarmid, A.K.: Using convolution to mine obscure periodic patterns in one pass. In: Bertino, E., Christodoulakis, S., Plexousakis, D., Christophides, V., Koubarakis, M., Böhm, K. (eds.) EDBT 2004. LNCS, vol. 2992, pp. 605–620. Springer, Heidelberg (2004)
Scargle, J.D.: Studies in astronomical time series analysis. II - statistical aspects of spectral analysis of unevenly spaced data. In. Astrophys. J. 263, 835–853 (1982)
Vlachos, M.: A practical time-series tutorial with matlab. In: PKDD (2005)
Arora, S.: Approximation schemes for np-hard geometric optimization problems: a survey. Math. Prog. 97, 43–69 (2003)
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2014 Springer International Publishing Switzerland
About this paper
Cite this paper
Otunba, R., Lin, J., Senin, P. (2014). MBPD: Motif-Based Period Detection. In: Peng, WC., et al. Trends and Applications in Knowledge Discovery and Data Mining. PAKDD 2014. Lecture Notes in Computer Science(), vol 8643. Springer, Cham. https://doi.org/10.1007/978-3-319-13186-3_71
Download citation
DOI: https://doi.org/10.1007/978-3-319-13186-3_71
Published:
Publisher Name: Springer, Cham
Print ISBN: 978-3-319-13185-6
Online ISBN: 978-3-319-13186-3
eBook Packages: Computer ScienceComputer Science (R0)