While analyzing vehicular sensor data, we found that frequently occurring waveforms could serve as features for further analysis, such as rule mining, classification, and anomaly detection. The discovery of waveform patterns, also known as time-series motifs, has been studied extensively; however, available techniques for discovering frequently occurring time-series motifs were found lacking in either efficiency or quality: Standard subsequence clustering results in poor quality, to the extent that it has even been termed 'meaningless'. Variants of hierarchical clustering using techniques for efficient discovery of 'exact pair motifs' find high-quality frequent motifs, but at the cost of high computational complexity, making such techniques unusable for our voluminous vehicular sensor data. We show that good quality frequent motifs can be discovered using bounded spherical clustering of time-series subsequences, which we refer to as COIN clustering, with near linear complexity in time-series size. COIN clustering addresses many of the challenges that previously led to subsequence clustering being viewed as meaningless. We describe an end-to-end motif-discovery procedure using a sequence of pre and post-processing techniques that remove trivial-matches and shifted-motifs, which also plagued previous subsequence-clustering approaches. We demonstrate that our technique efficiently discovers frequent motifs in voluminous vehicular sensor data as well as in publicly available data sets.
Detailed analysis of the challenges involved in STS clustering was presented by Chen @cite_4 @cite_23 . He proposed an alternate distance measure to solve this issue. We submit that the use of bounded spherical, i.e., COIN clustering for discovery of frequent motif from time-series works in practice, so STS clustering is meaningful, at least to us as, we found it useful as well as highly efficient for our practical application scenario. Code for these techniques was not available; however, they did not focus on efficiency per se, and used standard clustering techniques such as k-means that is clearly outperformed by BIRCH as shown in @cite_10 . Of course, unlike the Epenthesis approach of @cite_5 that is parameter free, approaches based on subsequence clustering all rely on at least the motif width being an input parameter.
@cite_10 @cite_5 @cite_4 @cite_23
2049376434 1516722970 2000729461 2399921532
In time series mining, one of the interesting tasks that attract many researchers is time series clustering which is classified into two main categories. Whole time series clustering considers how to cluster multiple time series, and the other one is Subsequence Time Series (STS) clustering, a clustering of subparts or subsequences within a single time series. Deplorably, STS clustering is not preferable even though it had widely been used as a subroutine in various mining tasks, e.g., rule discovery, anomaly detection, or classification, due to the recent finding a decade ago that STS clustering problem can produce meaningless results. There have been numerous attempts to resolve this problem but seemed to be unsuccessful. Until the two most recent attempts, they seem to accomplish in producing meaningful results; however, their approaches do need some predefined constraint values, such as the width of the subsequences that are in fact quite subjective and sensitive. Thus, we propose a novel parameter-free clustering technique to eliminate this problem by utilizing a motif discovery algorithm and some statistical principles to properly determine these parameters. Our experimental results from well-known datasets demonstrate the effectiveness of the proposed algorithm in selecting the proper subsequence width, and in turn leading to meaningful and highly accurate results. Clustering time series data using the popular subsequence (STS) technique has been widely used in the data mining and wider communities. Recently the conclusion was made that it is meaningless, based on the findings that it produces (a) clustering outcomes for distinct time series that are not distinguishable from one another, and (b) cluster centroids that are smoothed. More recent work has since showed that (a) could be solved by introducing a lag in the subsequence vector construction process, however we show in this paper that such an approach does not solve (b). Motivating the terminology that a clustering method which overcomes (a) is meaningful, while one which overcomes (a) and (b) is useful, we propose an approach that produces useful time series clustering. The approach is based on restricting the clustering space to extend only over the region visited by the time series in the subsequence vector space. We test the approach on a set of 12 diverse real-world and synthetic data sets and find that (a) one can distinguish between the clusterings of these time series, and (b) that the centroids produced in each case retain the character of the underlying series from which they came. Recent papers have claimed that the result of K-means clustering for time series subsequences (STS clustering) is independent of the time series that created it. Our paper revisits this claim. In particular, we consider the following question: Given several time series sequences and a set of STS cluster centroids from one of them (generated by the K-means algorithm), is it possible to reliably determine which of the sequences produced these cluster centroids? While recent results suggest that the answer should be NO, we answer this question in the affirmative.We present cluster shape distance, an alternate distance measure for time series subsequence clusters, based on cluster shapes. Given a set of clusters, its shape is the sorted list of the pairwise Euclidean distances between their centroids. We then present two algorithms based on this distance measure, which match a set of STS cluster centroids with the time series that produced it. While the first algorithm creates DQG reuse this term more smaller "fingerprints" for the sequences, the second is more accurate. In our experiments with a dataset of 10 sequences, it produced a correct match 100 of the time.Furthermore, we offer an analysis that explains why our cluster shape distance provides a reliable way to match STS clusters to the original sequences, whereas cluster set distance fails to do so. Our work establishes for the first time a strong relation between the result of K-means STS clustering and the time series sequence that created it, despite earlier predictions that this is not possible. This paper addresses an application of anomaly detection from subsequences of time series (STS) to autonomous robots’ behaviors. An important aspect of mining sequential data is selecting the temporal parameters, such as the subsequence length and the degree of smoothing. For example in the task at hand, the patterns of the robot’s velocity, which is one of its fundamental features, vary significantly subject to the interval for measuring the displacement. Selecting the time scale and resolution is difficult in unsupervised settings, and is often more critical than the choice of the method. In this paper, we propose an ensemble framework for aggregating anomaly detection from different perspectives, i.e., settings of user-defined, temporal parameters. In the proposed framework, each behavior is labeled whether it is an anomaly in multiple settings. The set of labels are used as meta-features of the respective behaviors. Cluster analysis in a meta-feature space partitions anomalous behaviors pertained to a specific range of parameters. The framework also includes a scalable implementation of the instance-based anomaly detection. We evaluate the proposed framework by ROC analysis, in comparison to conventional ensemble methods for anomaly detection.