Discover motifs in multi-dimensional time-series using the principal component analysis and the MDL principle

  • Authors:
  • Yoshiki Tanaka;Kuniaki Uehara

  • Affiliations:
  • Department of Computer and Systems Engineering, Kobe University, Kobe, Japan;Department of Computer and Systems Engineering, Kobe University, Kobe, Japan

  • Venue:
  • MLDM'03 Proceedings of the 3rd international conference on Machine learning and data mining in pattern recognition
  • Year:
  • 2003

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Abstract

Recently, the detection of a previously unknown, frequently occurring pattern has been regarded as a difficult problem. We call this pattern as "motif". Many researchers have proposed algorithms for discovering the motif. However, if the optimal period length of the motif is not known in advance, we cannot use these algorithms for discovering the motif. In this paper, we attempt to dynamically determine the optimum period length using the MDL principle. Moreover, in order to apply this algorithm to the multi dimensional time-series, we transform the time-series into one dimensional time-series by using the Principal Component Analysis. Finally, we show experimental results and discuss the efficiency of our motif discovery algorithm.