In many emerging applications, data streams are monitored in a network environment. Due to limited communication bandwidth and other resource constraints, a critical and practical demand is to online compress data streams continuously with quality guarantee. Although many data compression and digital signal processing methods have been developed to reduce data volume, their super-linear time and more-than-constant space complexity prevents them from being applied directly on data streams, particularly over resource-constrained sensor networks. In this paper, we tackle the problem of online quality guaranteed compression of data streams using fast linear approximation (i.e., using line segments to approximate a time series). Technically, we address two versions of the problem which explore quality guarantees in different forms. We develop online algorithms with linear time complexity and constant cost in space. Our algorithms are optimal in the sense they generate the minimum number of segments that approximate a time series with the required quality guarantee. To meet the resource constraints in sensor networks, we also develop a fast algorithm which creates connecting segments with very simple computation. The low cost nature of our methods leads to a unique edge on the applications of massive and fast streaming environment, low bandwidth networks, and heavily constrained nodes in computational power. We implement and evaluate our methods in the application of an acoustic wireless sensor network.
@cite_17 , give a comprehensive review on the existing techniques for segmenting time series. They categorize the solutions into three different groups, namely sliding window methods, top-down methods, and bottom-up methods. They then take advantage of both sliding window and bottom-up methods and design a Sliding-Window-And-Bottom-up (SWAB) algorithm. The SWAB algorithm uses a moving window to constrain a time period in consideration.
@cite_17
2049376434 1964219482 2264057010 2952056844
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. The volume of time series stream data grows rapidly in various applications. To reduce the storage, transmission and processing costs of time series data, segmentation and approximation is a common approach. In this paper, we propose a novel online segmentation algorithm that approximates time series by a set of different types of candidate functions (polynomials of different orders, exponential functions, etc.) and adaptively chooses the most compact one as the pattern of the time series changes. We call this algorithm the Adaptive Approximation (AA) algorithm. The AA algorithm incrementally narrows the feasible coefficient spaces (FCS) of candidate functions in coefficient coordinate systems to make each segment as long as possible given an error bound on each data point. We propose an algorithm called the FCS algorithm for the incremental computation of the feasible coefficient spaces. We further propose a mapping based index for similarity searches on the approximated time series. Experimental results show that our AA algorithm generates more compact approximations of the time series with lower average errors than the state-of-the-art algorithm, and our indexing method processes similarity searches on the approximated time series efficiently. We explore clustering problems in the streaming sliding window model in both general metric spaces and Euclidean space. We present the first polylogarithmic space O(1)-approximation to the metric k-median and metric k-means problems in the sliding window model, answering the main open problem posed by Babcock, Datar, Motwani and O'Callaghan [5], which has remained unanswered for over a decade. Our algorithm uses O(k3log6W) space and poly(k, log W) update time, where W is the window size. This is an exponential improvement on the space required by the technique due to Babcock, et al We introduce a data structure that extends smooth histograms as introduced by Braverman and Ostrovsky [11] to operate on a broader class of functions. In particular, we show that using only polylogarithmic space we can maintain a summary of the current window from which we can construct an O(1)-approximate clustering solution. Merge-and-reduce is a generic method in computational geometry for adapting offline algorithms to the insertion-only streaming model. Several well-known coreset constructions are maintainable in the insertion-only streaming model using this method, including well-known coreset techniques for the k-median and k-means problems in both low-and high-dimensional Euclidean spaces [31, 15]. Previous work [27] has adapted coreset techniques to the insertion-deletion model, but translating them to the sliding window model has remained a challenge. We give the first algorithm that, given an insertion-only streaming coreset of space s (maintained using merge-and-reduce method), maintains this coreset in the sliding window model using O(s2e--2 log W) space. For clustering problems, our results constitute the first significant step towards resolving problem number 20 from the List of Open Problems in Sublinear Algorithms [39]. We derive new time-space tradeoff lower bounds and algorithms for exactly computing statistics of input data, including frequency moments, element distinctness, and order statistics, that are simple to calculate for sorted data. We develop a randomized algorithm for the element distinctness problem whose time T and space S satisfy T in O (n^ 3 2 S^ 1 2 ), smaller than previous lower bounds for comparison-based algorithms, showing that element distinctness is strictly easier than sorting for randomized branching programs. This algorithm is based on a new time and space efficient algorithm for finding all collisions of a function f from a finite set to itself that are reachable by iterating f from a given set of starting points. We further show that our element distinctness algorithm can be extended at only a polylogarithmic factor cost to solve the element distinctness problem over sliding windows, where the task is to take an input of length 2n-1 and produce an output for each window of length n, giving n outputs in total. In contrast, we show a time-space tradeoff lower bound of T in Omega(n^2 S) for randomized branching programs to compute the number of distinct elements over sliding windows. The same lower bound holds for computing the low-order bit of F_0 and computing any frequency moment F_k, k neq 1. This shows that those frequency moments and the decision problem F_0 mod 2 are strictly harder than element distinctness. We complement this lower bound with a T in O(n^2 S) comparison-based deterministic RAM algorithm for exactly computing F_k over sliding windows, nearly matching both our lower bound for the sliding-window version and the comparison-based lower bounds for the single-window version. We further exhibit a quantum algorithm for F_0 over sliding windows with T in O(n^ 3 2 S^ 1 2 ). Finally, we consider the computations of order statistics over sliding windows.