Skip to main content

Efficient Detection of Discords for Time Series Stream

  • Conference paper
Advances in Data and Web Management (APWeb 2009, WAIM 2009)

Part of the book series: Lecture Notes in Computer Science ((LNISA,volume 5446))

Abstract

Time discord detection is an important problem in a great variety of applications. In this paper, we consider the problem of discord detection for time series stream, where time discords are detected from local segments of flowing time series stream. The existing detections, which aim to detect the global discords from time series database, fail to detect such local discords. Two online detection algorithms are presented for our problem. The first algorithm extends the existing algorithm HOT SAX to detect such time discords. However, this algorithm is not efficient enough since it needs to search the entire time subsequences of local segment. Then, in the second algorithm, we limit the search space to further enhance the detection efficiency. The proposed algorithms are experimentally evaluated using real and synthesized datasets.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 84.99
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 109.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Fu, A., Keogh, E., Lau, L.Y.H., Ratanamahatana, C.A.: Scaling and time warping in time series querying. In: Proc. VLDB, pp. 649–660 (2005)

    Google Scholar 

  2. Keogh, E., Lin, J., Fu, A.: HOT SAX: efficiently finding the most unusual time series subsequence. In: Proc. ICDM, pp. 226–233 (2005)

    Google Scholar 

  3. Bu, Y., Leung, T.-W., Fu, A., Keogh, E., Pei, J., Meshkin, S.: WAT: Finding Top-K Discords in Time Series Database. In: Proc. SDM, pp. 449–454 (2007)

    Google Scholar 

  4. Yankov, D., Keogh, E., Rebbapragad, U.: Disk Aware Discord Discovery: Finding Unusual Time Series in Terabyte Sized Datasets. In: Proc. ICDM 2007 (2007)

    Google Scholar 

  5. Chan, K.-P., Fu, A.: Efficient time series matching by wavelets. In: Proc. ICDE, pp. 126–133 (1999)

    Google Scholar 

  6. Fu, A., Leung, O., Keogh, E., Lin, J.: Finding time series discords based on haar transform. In: Li, X., Zaïane, O.R., Li, Z. (eds.) ADMA 2006. LNCS, vol. 4093, pp. 31–41. Springer, Heidelberg (2006)

    Chapter  Google Scholar 

  7. Liu, Y., Cai, J., Yin, J., Fu, A.: Clustering text data streams. Journal of Computer Science and Technology 23, 112–128 (2008)

    Article  Google Scholar 

  8. Wang, H., Yin, J., Pei, J., Yu, P.S., Yu, J.X.: Suppressing model over-fitting in mining concept-drifting data streams. In: Proc. KDD, pp. 736–741 (2006)

    Google Scholar 

  9. Qin, S., Qian, W., Zhou, A.: Approximately processing multi-granularity aggregate queries over data streams. In: Proc. ICDE (2006)

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2009 Springer-Verlag Berlin Heidelberg

About this paper

Cite this paper

Liu, Y., Chen, X., Wang, F., Yin, J. (2009). Efficient Detection of Discords for Time Series Stream. In: Li, Q., Feng, L., Pei, J., Wang, S.X., Zhou, X., Zhu, QM. (eds) Advances in Data and Web Management. APWeb WAIM 2009 2009. Lecture Notes in Computer Science, vol 5446. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-00672-2_62

Download citation

  • DOI: https://doi.org/10.1007/978-3-642-00672-2_62

  • Publisher Name: Springer, Berlin, Heidelberg

  • Print ISBN: 978-3-642-00671-5

  • Online ISBN: 978-3-642-00672-2

  • eBook Packages: Computer ScienceComputer Science (R0)

Publish with us

Policies and ethics