Periodicity detection in time series databases

Periodicity mining is used for predicting trends in time series data. Discovering the rate at which the time series is periodic has always been an obstacle for fully automated periodicity mining. Existing periodicity mining algorithms assume that the periodicity, rate (or simply the period) is user-...

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Veröffentlicht in:IEEE transactions on knowledge and data engineering 2005-07, Vol.17 (7), p.875-887
Hauptverfasser: Elfeky, M.G., Aref, W.G., Elmagarmid, A.K.
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container_title IEEE transactions on knowledge and data engineering
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creator Elfeky, M.G.
Aref, W.G.
Elmagarmid, A.K.
description Periodicity mining is used for predicting trends in time series data. Discovering the rate at which the time series is periodic has always been an obstacle for fully automated periodicity mining. Existing periodicity mining algorithms assume that the periodicity, rate (or simply the period) is user-specified. This assumption is a considerable limitation, especially in time series data where the period is not known a priori. In this paper, we address the problem of detecting the periodicity rate of a time series database. Two types of periodicities are defined, and a scalable, computationally efficient algorithm is proposed for each type. The algorithms perform in O(n log n) time for a time series of length n. Moreover, the proposed algorithms are extended in order to discover the periodic patterns of unknown periods at the same time without affecting the time complexity. Experimental results show that the proposed algorithms are highly accurate with respect to the discovered periodicity rates and periodic patterns. Real-data experiments demonstrate the practicality of the discovered periodic patterns.
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subjects Algorithms
Applied sciences
Complexity
Computational efficiency
Computer science
control theory
systems
Data mining
Data processing. List processing. Character string processing
Economic forecasting
Energy consumption
Energy measurement
Exact sciences and technology
Index Terms- Periodic patterns mining
Memory organisation. Data processing
Meteorology
Mining
Obstacles
Pattern analysis
Software
Studies
Temperature measurement
temporal data mining
Time series
Time series analysis
time series forecasting
Trends
Weather forecasting
title Periodicity detection in time series databases
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