Parameter-free search of time-series discord

Luo, Wei, Gallagher, Marcus and Wiles, Janet (2013) Parameter-free search of time-series discord. Journal of Computer Science and Technology, 28 2: 300-310. doi:10.1007/s11390-013-1330-8


Author Luo, Wei
Gallagher, Marcus
Wiles, Janet
Title Parameter-free search of time-series discord
Journal name Journal of Computer Science and Technology   Check publisher's open access policy
ISSN 1000-9000
1860-4749
Publication date 2013-03-01
Sub-type Article (original research)
DOI 10.1007/s11390-013-1330-8
Volume 28
Issue 2
Start page 300
End page 310
Total pages 11
Place of publication New York, NY, United States
Publisher Springer
Collection year 2014
Language eng
Abstract Time-series discord is widely used in data mining applications to characterize anomalous subsequences in time series. Compared to some other discord search algorithms, the direct search algorithm based on the recurrence plot shows the advantage of being fast and parameter free. The direct search algorithm, however, relies on quasi-periodicity in input time series, an assumption that limits the algorithm's applicability. In this paper, we eliminate the periodicity assumption from the direct search algorithm by proposing a reference function for subsequences and a new sampling strategy based on the reference function. These measures result in a new algorithm with improved efficiency and robustness, as evidenced by our empirical evaluation.
Keyword Time series anomaly detection
Recurrence structure
Direct discord search
Parameter-free algorithm
Q-Index Code C1
Q-Index Status Confirmed Code
Institutional Status UQ

Document type: Journal Article
Sub-type: Article (original research)
Collections: Official 2014 Collection
School of Information Technology and Electrical Engineering Publications
 
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