The characterisation of time-series data via their most salient features is extremely important in a range of machine learning task, not least of all with regards to classification and clustering. While there exist many feature extraction techniques suitable for non-intermittent time-series data, these approaches are not always appropriate for intermittent time-series data, where intermittency is characterized by constant values for large periods of time punctuated by sharp and transient increases or decreases in value. Motivated by this, we present aggregation, mode decomposition and projection (AMP) a feature extraction technique particularly suited to intermittent time-series data which contain time-frequency patterns. For our method all individual time-series within a set are combined to form a non-intermittent aggregate. This is decomposed into a set of components which represent the intrinsic time-frequency signals within the data set. Individual time-series can then be _t to these components to obtain a set of numerical features that represent their intrinsic time-frequency patterns. To demonstrate the effectiveness of AMP, we evaluate against the real word task of clustering intermittent time-series data. Using synthetically generated data we show that a clustering approach which uses the features derived from AMP significantly outperforms traditional clustering methods. Our technique is further exemplified on a real world data set where AMP can be used to discover groupings of individuals which correspond to real world sub-populations.
Frequency domain based approaches are most commonly underpinned by the discrete Fourier or wavelet transformation of the data. For example Vlachos used periodic features obtained partly via the direct Fourier decomposition for clustering of MSN query log and electrocardiography time-series data @cite_45 . Features derived from wavelet representations have also been used to cluster synthetic and electrical signals @cite_26 .
@cite_45 @cite_26
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Time series data mining has received much greater interest along with the increase in temporal data sets from different domains such as medicine, finance, multimedia, etc. Representations are important to reduce dimensionality and generate useful similarity measures. High-level representations such as Fourier transforms, wavelets, piecewise polynomial models, etc., were considered previously. Recently, autoregressive kernels were introduced to reflect the similarity of the time series. We introduce a novel approach to model the dependency structure in time series that generalizes the concept of autoregression to local autopatterns. Our approach generates a pattern-based representation along with a similarity measure called learned pattern similarity (LPS). A tree-based ensemble-learning strategy that is fast and insensitive to parameter settings is the basis for the approach. Then, a robust similarity measure based on the learned patterns is presented. This unsupervised approach to represent and measure the similarity between time series generally applies to a number of data mining tasks (e.g., clustering, anomaly detection, classification). Furthermore, an embedded learning of the representation avoids pre-defined features and an extraction step which is common in some feature-based approaches. The method generalizes in a straightforward manner to multivariate time series. The effectiveness of LPS is evaluated on time series classification problems from various domains. We compare LPS to eleven well-known similarity measures. Our experimental results show that LPS provides fast and competitive results on benchmark datasets from several domains. Furthermore, LPS provides a research direction and template approach that breaks from the linear dependency models to potentially foster other promising nonlinear approaches. Purpose To present and validate a new method that formalizes a direct link between k-space and wavelet domains to apply separate undersampling and reconstruction for high- and low-spatial-frequency k-space data. Theory and Methods High- and low-spatial-frequency regions are defined in k-space based on the separation of wavelet subbands, and the conventional compressed sensing problem is transformed into one of localized k-space estimation. To better exploit wavelet-domain sparsity, compressed sensing can be used for high-spatial-frequency regions, whereas parallel imaging can be used for low-spatial-frequency regions. Fourier undersampling is also customized to better accommodate each reconstruction method: random undersampling for compressed sensing and regular undersampling for parallel imaging. Results Examples using the proposed method demonstrate successful reconstruction of both low-spatial-frequency content and fine structures in high-resolution three-dimensional breast imaging with a net acceleration of 11–12. Conclusion The proposed method improves the reconstruction accuracy of high-spatial-frequency signal content and avoids incoherent artifacts in low-spatial-frequency regions. This new formulation also reduces the reconstruction time due to the smaller problem size. Magn Reson Med 70:1306–1318, 2013. © 2012 Wiley Periodicals, Inc. In this paper, we propose a generalization of convolutional neural networks (CNN) to non-Euclidean domains for the analysis of deformable shapes. Our construction is based on localized frequency analysis (a generalization of the windowed Fourier transform to manifolds) that is used to extract the local behavior of some dense intrinsic descriptor, roughly acting as an analogy to patches in images. The resulting local frequency representations are then passed through a bank of filters whose coefficient are determined by a learning procedure minimizing a task-specific cost. Our approach generalizes several previous methods such as HKS, WKS, spectral CNN, and GPS embeddings. Experimental results show that the proposed approach allows learning class-specific shape descriptors significantly outperforming recent state-of-the-art methods on standard benchmarks. Deconvolution of a noisy signal in a periodic band-limited wavelet basis exhibits visual artifacts in the neighbourhood of discontinuities. This phenomenon is similar to that appearing in denoising with compactly-supported wavelet transforms and can be reduced by "cycle spinning" as in Coifman and Donoho [3]. In this paper we present an algorithm which "cycle-spins" a periodic band-limited wavelet estimator over all circulant shifts in O(n(log(n))2) steps. Our approach is based on a mathematical idea and takes full advantage of the Fast Fourier Transform. A particular feature of our algorithm is to bounce from the Fourier domain (where deconvolution is performed) to the wavelet domain (where denoising is performed). For both smooth and boxcar convolutions observed in white noise, we illustrate the visual and numerical performances of our algorithm in an extensive simulation study of the estimator recently proposed by Johnstone, Kerkyacharian, Picard, and Raimondo [8]. All figures presented here are reproducible using the software package.