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Discovering Semantics from Multiple Correlated Time Series Stream

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Advances in Knowledge Discovery and Data Mining (PAKDD 2013)

Part of the book series: Lecture Notes in Computer Science ((LNAI,volume 7819))

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Abstract

In this paper, we study a challenging problem of mining data generating rules and state transforming rules (i.e., semantics) underneath multiple correlated time series streams. A novel Correlation field-based Semantics Learning Framework (CfSLF) is proposed to learn the semantic. In the framework, we use Hidden Markov Random Field (HMRF) method to model relationship between latent states and observations in multiple correlated time series to learn data generating rules. The transforming rules are learned from corresponding latent state sequence of multiple time series based on Markov chain character. The reusable semantics learned by CfSLF can be fed into various analysis tools, such as prediction or anomaly detection. Moreover, we present two algorithms based on the semantics, which can later be applied to next-n step prediction and anomaly detection. Experiments on real world data sets demonstrate the efficiency and effectiveness of the proposed method.

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Qiao, Z. et al. (2013). Discovering Semantics from Multiple Correlated Time Series Stream. In: Pei, J., Tseng, V.S., Cao, L., Motoda, H., Xu, G. (eds) Advances in Knowledge Discovery and Data Mining. PAKDD 2013. Lecture Notes in Computer Science(), vol 7819. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-37456-2_43

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  • DOI: https://doi.org/10.1007/978-3-642-37456-2_43

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-37455-5

  • Online ISBN: 978-3-642-37456-2

  • eBook Packages: Computer ScienceComputer Science (R0)

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