A probabilistic approach to correlation queries in uncertain time series data

  • Authors:
  • Mahsa Orang;Nematollaah Shiri

  • Affiliations:
  • Concordia University, Montreal, Canada;Concordia University, Montreal, Canada

  • Venue:
  • Proceedings of the 21st ACM international conference on Information and knowledge management
  • Year:
  • 2012

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Abstract

Numerous real-life applications, such as wireless sensor networks and location-based services, generate large amount of uncertain time series, where the exact value at each timestamp is unavailable or unknown. In this paper, we formalize the notion of correlation for uncertain time series data and consider a family of probabilistic, threshold-based correlation queries over such data. The proposed formulation extends the notion of correlation developed for standard, certain time series. We show that uncertain correlation is a random variable approaching normal distribution. We also formalize the notion of uncertain time series normalization which is at the core of our correlation query processing approach, while it proves to be an important pre-processing technique in particular for pattern discovery tasks. The results of our numerous experiments indicate that, unlike in the standard time series, there is a trade-off between false alarms and hit ratios, which can be controlled by the probability threshold provided by users. Our results also offer users a guideline for choosing proper threshold values.