相关论文: Data mining and time series segmentation via extre…

Time series classification is an important problem in data mining with several applications in different domains. Because time series data are usually high dimensional, dimensionality reduction techniques have been proposed as an efficient…

In this paper, we propose a nonparametric approach that can be used in envelope extraction, peak-burst detection and clustering in time series. Our problem formalization results in a naturally defined splitting/forking of the time series.…

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…

Data discretization, also known as binning, is a frequently used technique in computer science, statistics, and their applications to biological data analysis. We present a new method for the discretization of real-valued data into a finite…

The extremal index $\theta$, a number in the interval $[0,1]$, is known to be a measure of primal importance for analyzing the extremes of a stationary time series. New rank-based estimators for $\theta$ are proposed which rely on the…

In real world, the huge amount of temporal data is to be processed in many application areas such as scientific, financial, network monitoring, sensor data analysis. Data mining techniques are primarily oriented to handle discrete features.…

We survey the application of a relatively new branch of statistical physics--"community detection"-- to data mining. In particular, we focus on the diagnosis of materials and automated image segmentation. Community detection describes the…

We introduce Extrema-Segmented Entropy (ExSEnt), a feature-decomposed framework for quantifying time-series complexity that separates temporal from amplitude contributions. The method partitions a signal into monotonic segments by detecting…

Extreme environmental events frequently exhibit spatial and temporal dependence. These data are often modeled using max stable processes (MSPs). MSPs are computationally prohibitive to fit for as few as a dozen observations, with supposed…

Discovering frequent episodes in event sequences is an interesting data mining task. In this paper, we argue that this framework is very effective for analyzing multi-neuronal spike train data. Analyzing spike train data is an important…

Compared to frequent pattern mining, sequential pattern mining emphasizes the temporal aspect and finds broad applications across various fields. However, numerous studies treat temporal events as single time points, neglecting their…

This paper proposes a novel kernel-based optimization scheme to handle tasks in the analysis, e.g., signal spectral estimation and single-channel source separation of 1D non-stationary oscillatory data. The key insight of our optimization…

Feature tracking is a common task in visualization applications, where methods based on topological data analysis (TDA) have successfully been applied in the past for feature definition as well as tracking. In this work, we focus on…

There is an increasing need for algorithms that can accurately detect changepoints in long time-series, or equivalent, data. Many common approaches to detecting changepoints, for example based on penalised likelihood or minimum description…

This brief paper summarize the chances offered by the Peak-Over-Threshold method, related with analysis of extremes. Identification of appropriate Value at Risk can be solved by fitting data with a Generalized Pareto Distribution. Also an…

In this paper we deal with a network of agents seeking to solve in a distributed way Mixed-Integer Linear Programs (MILPs) with a coupling constraint (modeling a limited shared resource) and local constraints. MILPs are NP-hard problems and…

We describe the $\texttt{Period detection and Identification Pipeline Suite}$ ($\texttt{PIPS}$) -- a new, fast, and statistically robust platform for period detection and analysis of astrophysical time-series data. $\texttt{PIPS}$ is an…

Binary segmentation is the classic greedy algorithm which recursively splits a sequential data set by optimizing some loss or likelihood function. Binary segmentation is widely used for changepoint detection in data sets measured over space…

Piecewise Aggregate Approximation (PAA) is a competitive basic dimension reduction method for high-dimensional time series mining. When deployed, however, the limitations are obvious that some important information will be missed,…

We explore a combinatorial framework which efficiently quantifies the asymmetries between minima and maxima in local fluctuations of time series. We firstly showcase its performance by applying it to a battery of synthetic cases. We find…