Many applications generate and/or consume multi-variate temporal data and experts often lack the means to adequately and systematically search for and interpret multi-variate observations. In this paper, we first observe that multi-variate time series often carry localized multi-variate temporal features that are robust against noise. We then argue that these multi-variate temporal features can be extracted by simultaneously considering, at multiple scales, temporal characteristics of the time-series along with external knowledge, including variate relationships that are known a priori. Relying on these observations, we develop data models and algorithms to detect robust multi-variate temporal (RMT) features that can be indexed for effcient and accurate retrieval and can be used for supporting data exploration and analysis tasks. Experiments confirm that the proposed RMT algorithm is highly effective and effcient in identifying robust multi-scale temporal features of multi-variate time series.

Robust Multi-Variate Temporal Features of Multi-Variate Time Series

Poccia, Silvestro Roberto;Sapino, Maria Luisa;
2018-01-01

Abstract

Many applications generate and/or consume multi-variate temporal data and experts often lack the means to adequately and systematically search for and interpret multi-variate observations. In this paper, we first observe that multi-variate time series often carry localized multi-variate temporal features that are robust against noise. We then argue that these multi-variate temporal features can be extracted by simultaneously considering, at multiple scales, temporal characteristics of the time-series along with external knowledge, including variate relationships that are known a priori. Relying on these observations, we develop data models and algorithms to detect robust multi-variate temporal (RMT) features that can be indexed for effcient and accurate retrieval and can be used for supporting data exploration and analysis tasks. Experiments confirm that the proposed RMT algorithm is highly effective and effcient in identifying robust multi-scale temporal features of multi-variate time series.
2018
14
1
1
24
https://dl.acm.org/citation.cfm?doid=3152123
Multivariate time series, Robust Salient Features
Liu, Sicong; Poccia, Silvestro Roberto; Candan, K. Selçuk; Sapino, Maria Luisa; Wang, Xiaolan
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/2318/1659670
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