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Unlocking the Secrets of Time Series Patterns

Explore efficient methods to find order-preserving patterns in time series data.

Ling Li, Wiktor Zuba, Grigorios Loukides, Solon P. Pissis, Maria Matsangidou

― 5 min read


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Table of Contents

Time Series are just sequences of data points that are ordered in time. Think of your daily steps counted by a fitness tracker or the monthly sales of your favorite ice cream shop. Each point in the series represents a measurement taken at regular time intervals.

Why Are Time Series Important?

Time series data pop up in many areas like medicine, sales, and finance. For example, doctors use time series to track heart rhythms, while businesses might look at time series to see how sales change over the seasons.

Pattern Mining: What Is It?

Pattern mining is the process of finding trends and recurring patterns in data. Imagine looking through a bunch of receipts to find that you buy more ice cream during summer. That’s pattern mining!

In the world of time series, we want to find patterns that occur often enough to be useful.

Order-Preserving Patterns: A New Twist

Scientists have found that a special kind of pattern, called order-preserving (OP) patterns, can be very revealing. What does that mean? Well, two time series are considered order-preserving if they maintain the same sequence of highs and lows, even if the actual values differ.

In simpler terms, if you draw a line through the data points, the two lines look like twins, even if one is a little taller or shorter than the other.

The Use of OP Patterns

Identifying OP patterns can help us understand trends without getting lost in the muddle of too much data. For instance, if two companies see their sales rise and fall in the same way, despite differing numbers, that could point to a larger market trend.

The Challenge: Making OP Patterns Work

Finding these OP patterns in a massive pile of time series data isn’t easy. Scholars have been trying to design efficient algorithms that can do the job quickly. Until now, the existing methods were either too slow or didn’t work well for huge datasets.

Our Proposed Solution

We have a plan! We’ve designed new algorithms that can find OP patterns really fast and without using a ton of memory. Here’s how we plan to do it:

  1. Use an OP Suffix Tree (OPST): Think of this as a special storage box that neatly arranges the data so we can find what we need quickly.

  2. Build the Tree: We’ve created a way to build this tree effectively. This tree helps speed up how we look for the patterns we want.

  3. Mining Algorithms: We’ve crafted algorithms that can search through this tree to get all the OP patterns and do it in record time.

  4. Mining Closed Patterns: We also figured out how to find closed patterns, which are patterns that can't be lengthened without losing their frequency.

How Does It All Work?

The OP Suffix Tree

The OP suffix tree is a clever structure that makes pattern searching faster. Imagine a family tree but for your data points. Each branch represents a sequence of elements, and because they are organized, finding patterns is much quicker.

Constructing the OPST

To build the OPST, we first need to prepare our data, which can be a bit complicated. This step is crucial because if we don’t lay the groundwork properly, the tree won’t be effective.

We’ve invented a method to construct the tree in a way that it doesn’t take ages. In fact, even very large datasets don’t slow it down much!

Mining Maximal Frequent OP Patterns

Once we have our OPST, we can start searching for those special patterns. Our algorithms go through the structure to find patterns that occur often and can’t be extended any further.

Think of it as finding the biggest ice cream scoop in a shop: it’s still ice cream but can’t be piled higher without toppling over!

Mining Closed Frequent OP Patterns

After finding maximal patterns, we also check for closed patterns. These patterns mean we can’t extend them to the left or right without changing their frequency.

This is important because it gives a clearer view of the trends without clutter.

Real-World Testing: Does It Work?

We didn’t just stop at theory; we took our algorithms out for a spin. We tried them out on real-world datasets, such as sales figures and medical records.

The results were impressive! Our patterns were found much faster than traditional methods, making us feel like we just discovered a shortcut in a massive maze.

Applications of Our Findings

So, why should you care? Well, our method can help various industries, from healthcare to finance, figure out what’s going on with their data more swiftly. This means better decisions can be made, whether it's forecasting sales or monitoring patient vital signs.

Conclusion

In a nutshell, we’ve tackled the challenge of mining OP patterns in time series data. By using an efficient suffix tree and innovative algorithms, we can uncover significant patterns quickly. This advancement could greatly benefit those relying on timely data insights in various fields.

So next time you think about your daily data, whether it be steps counted or sales made, remember that patterns are out there, just waiting to be discovered!


Original Source

Title: Scalable Order-Preserving Pattern Mining

Abstract: Time series are ubiquitous in domains ranging from medicine to marketing and finance. Frequent Pattern Mining (FPM) from a time series has thus received much attention. Recently, it has been studied under the order-preserving (OP) matching relation stating that a match occurs when two time series have the same relative order on their elements. Here, we propose exact, highly scalable algorithms for FPM in the OP setting. Our algorithms employ an OP suffix tree (OPST) as an index to store and query time series efficiently. Unfortunately, there are no practical algorithms for OPST construction. Thus, we first propose a novel and practical $\mathcal{O}(n\sigma\log \sigma)$-time and $\mathcal{O}(n)$-space algorithm for constructing the OPST of a length-$n$ time series over an alphabet of size $\sigma$. We also propose an alternative faster OPST construction algorithm running in $\mathcal{O}(n\log \sigma)$ time using $\mathcal{O}(n)$ space; this algorithm is mainly of theoretical interest. Then, we propose an exact $\mathcal{O}(n)$-time and $\mathcal{O}(n)$-space algorithm for mining all maximal frequent OP patterns, given an OPST. This significantly improves on the state of the art, which takes $\Omega(n^3)$ time in the worst case. We also formalize the notion of closed frequent OP patterns and propose an exact $\mathcal{O}(n)$-time and $\mathcal{O}(n)$-space algorithm for mining all closed frequent OP patterns, given an OPST. We conducted experiments using real-world, multi-million letter time series showing that our $\mathcal{O}(n\sigma \log \sigma)$-time OPST construction algorithm runs in $\mathcal{O}(n)$ time on these datasets despite the $\mathcal{O}(n\sigma \log \sigma)$ bound; that our frequent pattern mining algorithms are up to orders of magnitude faster than the state of the art and natural Apriori-like baselines; and that OP pattern-based clustering is effective.

Authors: Ling Li, Wiktor Zuba, Grigorios Loukides, Solon P. Pissis, Maria Matsangidou

Last Update: 2024-11-29 00:00:00

Language: English

Source URL: https://arxiv.org/abs/2411.19511

Source PDF: https://arxiv.org/pdf/2411.19511

Licence: https://creativecommons.org/licenses/by/4.0/

Changes: This summary was created with assistance from AI and may have inaccuracies. For accurate information, please refer to the original source documents linked here.

Thank you to arxiv for use of its open access interoperability.

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