Finding surprising patterns in a time series database in linear time and space

  • Authors:
  • Eamonn Keogh;Stefano Lonardi;Bill 'Yuan-chi' Chiu

  • Affiliations:
  • University of California, Riverside, CA;University of California, Riverside, CA;University of California, Riverside, CA

  • Venue:
  • Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining
  • Year:
  • 2002

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Abstract

The problem of finding a specified pattern in a time series database (i.e. query by content) has received much attention and is now a relatively mature field. In contrast, the important problem of enumerating all surprising or interesting patterns has received far less attention. This problem requires a meaningful definition of "surprise", and an efficient search technique. All previous attempts at finding surprising patterns in time series use a very limited notion of surprise, and/or do not scale to massive datasets. To overcome these limitations we introduce a novel technique that defines a pattern surprising if the frequency of its occurrence differs substantially from that expected by chance, given some previously seen data.