Mining for weak periodic signals in time series databases

  • Authors:
  • Christos Berberidis;Ioannis Vlahavas

  • Affiliations:
  • Department of Informatics, Aristotle University of Thessaloniki, 54124 Thessaloniki, Greece;Department of Informatics, Aristotle University of Thessaloniki, 54124 Thessaloniki, Greece

  • Venue:
  • Intelligent Data Analysis
  • Year:
  • 2005

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Abstract

Periodicity is a particularly interesting feature, which is often inherent in real world time series data sets. In this article we propose a data mining technique for detecting multiple partial and approximate periodicities. Our approach is exploratory and follows a filter/refine paradigm. In the filter phase we introduce an autocorrelation-based algorithm that produces a set of candidate partial periodicities. The algorithm is extended to capture approximate periodicities. In the refine phase we effectively prune invalid periodicities. We conducted a series of experiments with various real-world data sets to test the performance and verify the quality of the results.