Abstract
The recent advancements in sensor technology have made it possible to collect enormous amounts of data in real time. How to find out unusual pattern from time series data plays a very important role in data mining. In this paper, we focus on the abnormal subsequence detection. The original definition of discord subsequences is defective for some kind of time series, in this paper we give a more robust definition which is based on the k nearest neighbors. We also donate a novel method for time series representation, it has better performance than traditional methods (like PAA/SAX) to represent the characteristic of some special time series. To speed up the process of abnormal subsequence detection, we used the clustering method to optimize the outer loop ordering and early abandon subsequence which is impossible to be abnormal. The experiment results validate that the algorithm is correct and has a high efficiency.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Similar content being viewed by others
References
Hawkins, D.M.: Identification of Outliers. Chapman and Hall, London (1980). pp. 1–12
Chandola, V., Banerjee, A., Kumar, V.: Anomaly detection: a survey. ACM Comput. Surv. (CSUR) 41(3), 75–79 (2009)
Bentley. J.L., Sedgewick. R.: Fast algorithms for sorting and searching strings. In: Proceedings of the 8th Annual ACM-SIAM Symposium on Discrete Algorithms, pp. 360–369 (1997)
Duchene, F., Garbayl, C., Rialle, V.: Mining Heterogeneous Multivariate Time-Series for Learning Meaningful Patterns: Application to Home Health Telecare. Laboratory TIMC-IMAG, Facult’e de m’edecine de Grenoble, France (2004)
Keogh, E., Lin, J., Fu, A.: Hot sax: efficiently finding the most unusual time series subsequence. In: Fifth IEEE International Conference on Data Mining. IEEE (2005)
Izakian, H., Pedrycz, W.: Anomaly detection in time series data using a fuzzy C-means clustering. In: 2013 Joint IFSA World Congress and NAFIPS Annual Meeting (IFSA/NAFIPS). IEEE (2013)
Chen, Z., Fu, A.-W.C., Tang, J.: On complementarity of cluster and outlier detection schemes. In: Kambayashi, Y., Mohania, M., Wöß, W. (eds.) DaWaK 2003. Lecture Notes in Computer Science, vol. 2737, pp. 234–243. Springer, Heidelberg (2003). doi:10.1007/978-3-540-45228-7_24
Li, G., Bräysy, O., Jiang, L., et al.: Finding time series discord based on bit representation clustering. Knowl.-Based Syst. 54, 243–254 (2013)
Faloutsos, C., Ranganathan, M., Manolopoulos, Y.: Fast subsequence matching in time-series data-bases. In: Proceedings of the ACM SIGMOD International Conference on Management of Data, 24–27 May, Minneapolis, MN, pp. 419–429 (1994)
Chan, K., Fu, A.W.: Efficient time series matching by wavelets. In: Proceedings of the 15th IEEE International Conference on Data Engineering, 23–26 March, Sydney, Australia, pp. 126–133 (1999)
Keogh, E., Chakrabarti, K., Pazzani, M., Mehrotra, S.: Locally adaptive dimensionality reduction for indexing large time series databases. In: Proceedings of ACM SIGMOD Conference on Management of Data, 21–24 May, Santa Barbara, CA, pp. 151–162 (2001)
Ulanova, L., Begum, N., Keogh, E.: Scalable clustering of time series with U-shapelets. In: Proceedings of the 2015 SIAM International Conference on Data Mining (2015)
Lin, J., et al.: A symbolic representation of time series, with implications for streaming algorithms. In: Proceedings of the 8th ACM SIGMOD workshop on Research Issues in Data Mining and Knowledge Discovery. ACM (2003)
Liu, F.T., Ting, K.M., Zhou, Z.-H.: Isolation forest. In: 2008 Eighth IEEE International Conference on Data Mining, ICDM 2008. IEEE (2008)
Liu, F.T., Ting, K.M., Zhou, Z.-H.: Isolation-based anomaly detection. ACM Trans. Knowl. Discov. Data (TKDD) 6(1), 3 (2012)
Liu, F.T., Ting, K.M., Zhou, Z.-H.: On detecting clustered anomalies using SCiForest. In: Balcázar, J.L., Bonchi, F., Gionis, A., Sebag, M. (eds.) ECML PKDD 2010. LNCS, vol. 6322, pp. 274–290. Springer, Heidelberg (2010). doi:10.1007/978-3-642-15883-4_18
Acknowledgments
This work is supported by National High Technology Research and Development Program of China (No. 2015AA016008).
Author information
Authors and Affiliations
Corresponding author
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2017 Springer Nature Singapore Pte Ltd.
About this paper
Cite this paper
Zhang, C., Liu, H., Yin, A. (2017). Research of Detection Algorithm for Time Series Abnormal Subsequence . In: Zou, B., Li, M., Wang, H., Song, X., Xie, W., Lu, Z. (eds) Data Science. ICPCSEE 2017. Communications in Computer and Information Science, vol 727. Springer, Singapore. https://doi.org/10.1007/978-981-10-6385-5_2
Download citation
DOI: https://doi.org/10.1007/978-981-10-6385-5_2
Published:
Publisher Name: Springer, Singapore
Print ISBN: 978-981-10-6384-8
Online ISBN: 978-981-10-6385-5
eBook Packages: Computer ScienceComputer Science (R0)