A bit level representation for time series data mining with shape based similarity

Bagnall, Anthony J., Ratanamahatan, Chotirat, Keogh, Eamonn, Lonardi, Stefano and Janacek, Gareth J. (2006) A bit level representation for time series data mining with shape based similarity. Data Mining and Knowledge Discovery, 13 (1). pp. 11-40. ISSN 1384-5810

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Clipping is the process of transforming a real valued series into a sequence of bits representing whether each data is above or below the average. In this paper, we argue that clipping is a useful and flexible transformation for the exploratory analysis of large time dependent data sets. We demonstrate how time series stored as bits can be very efficiently compressed and manipulated and that, under some assumptions, the discriminatory power with clipped series is asymptotically equivalent to that achieved with the raw data. Unlike other transformations, clipped series can be compared directly to the raw data series. We show that this means we can form a tight lower bounding metric for Euclidean and Dynamic Time Warping distance and hence efficiently query by content. Clipped data can be used in conjunction with a host of algorithms and statistical tests that naturally follow from the binary nature of the data. A series of experiments illustrate how clipped series can be used in increasingly complex ways to achieve better results than other popular representations. The usefulness of the proposed representation is demonstrated by the fact that the results with clipped data are consistently better than those achieved with a Wavelet or Discrete Fourier Transformation at the same compression ratio for both clustering and query by content. The flexibility of the representation is shown by the fact that we can take advantage of a variable Run Length Encoding of clipped series to define an approximation of the Kolmogorov complexity and hence perform Kolmogorov based clustering.

Item Type: Article
Faculty \ School: Faculty of Science > School of Computing Sciences
UEA Research Groups: Faculty of Science > Research Groups > Data Science and Statistics
Depositing User: Vishal Gautam
Date Deposited: 21 May 2011 11:28
Last Modified: 27 Oct 2023 00:38
URI: https://ueaeprints.uea.ac.uk/id/eprint/22539
DOI: 10.1007/s10618-005-0028-0

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