Finding Surprising Patterns in a Time Series Database in Linear Time and Space pdf

Finding Surprising Patterns in a Time Series Database
in Linear Time and Space
Eamonn Keogh Stefano Lonardi Bill ‘Yuan-chi’ Chiu
Department of Computer Science and Engineering
University of California
Riverside, CA 92521
ABSTRACT
Categories and Subject Descriptors
Keywords
1. INTRODUCTION
0 5 10 15 20 25 30 35 40 45 50
20
20.2
20.4
20.6
20.8
21
21.2
21.4
21.6
21.8
22
2. DISCRETIZING TIME SERIES
3. BACKGROUND ON STRING
PROCESSING
3.1 Markov models
3.2 Suffix Trees
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1
1 2 3 4 5 6 7 8 9 10 11 12 13 14 15 16 17 18 19 20 21 22
a b a a b a b a a b a a b a b a a b a b a $
9
2
8
19
17
12
4
6
21
14
23
13
3
2
8 16
3
11
22
8
3
2
3
2
20
18
157
2

10
13
5
4 3
4
4
4. COMPUTING SCORES BY
COMPARING TREES
5. “TARZAN” ALGORITHM
6. EXPERIMENTAL EVALUATION
A
B
C
D
E
Tarzan TSA-Tr ee IMM
0.005
0.01
0.015
0.02
0.025
0.03
0.035
0.04
0.045
0.05
128 256 512 1024 2048 4096 8192 16384 32768 65536
average of |z(w)|
|R|
’random.dat’

7. RELATED WORK
8. CONCLUSIONS AND
FUTURE WORK
9. ACKNOWLEDGMENTS
10. REFERENCES