• Journal of Sensor Science and Technology
• /
• v.15 no.6
• /
• pp.433-441
• /
• 2006

Because of the low power and low rate of a sensor network, outlier is frequently occurred in the time series data of sensor network. In this paper, we suggest periodic pattern analysis that is applied to the time series data of sensor network and predict outlier that exist in the time series data of sensor network. A periodic pattern is minimum period of time in which trend of values in data is appeared continuous and repeated. In this paper, a quantization and smoothing is applied to the time series data in order to analyze the periodic pattern and the fluctuation of each adjacent value in the smoothed data is measured to be modified to a simple data. Then, the periodic pattern is abstracted from the modified simple data, and the time series data is restructured according to the periods to produce periodic pattern data. In the experiment, the machine learning is applied to the periodic pattern data to predict outlier to see the results. The characteristics of analysis of the periodic pattern in this paper is not analyzing the periods according to the size of value of data but to analyze time periods according to the fluctuation of the value of data. Therefore analysis of periodic pattern is robust to outlier. Also it is possible to express values of time attribute as values in time period by restructuring the time series data into periodic pattern. Thus, it is possible to use time attribute even in the general machine learning algorithm in which the time series data is not possible to be learned.

• Journal of the Korea Society of Computer and Information
• /
• v.11 no.5 s.43
• /
• pp.69-74
• /
• 2006

The recent development of multimedia content-based retrieval technologies brings great attention of musician retrieval using features of a digital audio data among music information retrieval technologies. But the indexing techniques for music databases have not been studied completely. In this paper, we present a musician retrieval technique for audio features using the space split methods in the time-series pattern index file. We use features of audio to retrieve the musician and a time-series pattern index file to search the candidate musicians. Experimental results show that the time-series pattern index file using the rotational split method is efficient for musician retrievals in the time-series pattern files.

• Proceedings of the Korean Institute of Intelligent Systems Conference
• /
• 1996.10a
• /
• pp.294-297
• /
• 1996

This paper proposes the method to recognize of time series data based on the chaotic feature extraction. Features extract from time series data using the chaotic time series data analysis and the pattern recognition process is using a neural network classifier. In experiment, EEG(electroencephalograph) signals are extracted features by correlation dimension and Lyapunov experiments, and these features are classified by multilayer perceptron neural networks. Proposed chaotic feature extraction enhances recognition results from chaotic time series data.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2022.10a
• /
• pp.210-212
• /
• 2022

In the manufacturing industry, various sensors are attached to monitor the status of production facility. In many cases, the data obtained through these sensors is time series data. In order to determine whether the status of the production facility is abnormal, the process of extracting patterns from time series data must be preceded. Also various methods for extracting patterns from time series data are studied. In this paper, we use matrix profile algorithm to extract patterns from the collected multivariate time series data. Through this, the pattern of multi sensor data currently being collected from the CNC machine is extracted.

• The Journal of the Korea Contents Association
• /
• v.8 no.5
• /
• pp.44-51
• /
• 2008

Pattern matching and pattern searching in time series data have been active issues in a number of disciplines. This paper suggests a novel pattern matching technology which can be used in the field of stock market analysis as well as in forecasting stock market trend. First, we define conceptual patterns, and extract data forming each pattern from given time series, and then generate learning model using Hidden Markov Model. The results show that the context-based pattern matching makes the matching more accountable and the method would be effectively used in real world applications. This is because the pattern for new data sequence carries not only the matching itself but also a given context in which the data implies.

• KIEE International Transaction on Systems and Control
• /
• v.2D no.2
• /
• pp.125-134
• /
• 2002

This paper proposes a method for identifying temporal pattern clusters to predict events in time series. Instead of predicting future values of the time series, the proposed method forecasts specific events that may be arbitrarily defined by the user. The prediction is defined by an event characterization function, which is the target of prediction. The events are predicted when the time series belong to temporal pattern clusters. To identify the optimal temporal pattern clusters, fuzzy goal programming is formulated to combine multiple objectives and solved by an adaptive differential evolution technique that can overcome the sensitivity problem of control parameters in conventional differential evolution. To evaluate the prediction method, five test examples are considered. The adaptive differential evolution is also tested for twelve optimization problems.

• Journal of Information Processing Systems
• /
• v.14 no.4
• /
• pp.851-876
• /
• 2018

Dynamic time warping (DTW) is the main algorithms for time series alignment. However, it is unsuitable for quasi-periodic time series. In the current situation, except the recently published the shape exchange algorithm (SEA) method and its derivatives, no other technique is able to handle alignment of this type of very complex time series. In this work, we propose a novel algorithm that combines the advantages of the SEA and the DTW methods. Our main contribution consists in the elevation of the DTW power of alignment from the lowest level (Class A, non-periodic time series) to the highest level (Class C, multiple-periods time series containing different number of periods each), according to the recent classification of time series alignment methods proposed by Boucheham (Int J Mach Learn Cybern, vol. 4, no. 5, pp. 537-550, 2013). The new method (quasi-periodic dynamic time warping [QP-DTW]) was compared to both SEA and DTW methods on electrocardiogram (ECG) time series, selected from the Massachusetts Institute of Technology - Beth Israel Hospital (MIT-BIH) public database and from the PTB Diagnostic ECG Database. Results show that the proposed algorithm is more effective than DTW and SEA in terms of alignment accuracy on both qualitative and quantitative levels. Therefore, QP-DTW would potentially be more suitable for many applications related to time series (e.g., data mining, pattern recognition, search/retrieval, motif discovery, classification, etc.).

• Proceedings of the CALSEC Conference
• /
• 2005.11a
• /
• pp.147-153
• /
• 2005

When a customer wants to buy an item at the Internet shopping mall, one of the difficulties is to decide when to buy the item because its price changes over time. If the shopping mall can be able to recommend appropriate buying points, it will be greatly helpful for the customer. Therefore, in this presentation, we propose a method to recommend buying points based on the time series analysis using a database that contains past prices data of items. The procedure to provide buying points for an item is as follows. First, we search past time series patterns from the database using normalized similarity, which are similar to the current time series pattern of the item. Second, we analyze the retrieved past patterns and predict the future price pattern of the item. Third, using the future price pattern, we recommend when to buy the item.

• Proceedings of the Korean Institute of Information and Commucation Sciences Conference
• /
• 2016.05a
• /
• pp.727-730
• /
• 2016

TSC means classifying time series data based on pattern. Time series data is quite common data type and it has high potential in many fields, so data mining and machine learning have paid attention for long time. In traditional approach, distance and dictionary based methods are quite popular. but due to time scale and random noise problems, it has clear limitation. In this paper, we propose a novel approach to deal with these problems with CNN and data mutation. CNN is regarded as proven neural network model in image recognition, and could be applied to time series pattern recognition by extracting pattern. Data mutation is a way to generate mutated data with different methods to make CNN more robust and solid. The proposed method shows better performance than traditional approach.

• Journal of the Korea Society for Simulation
• /
• v.5 no.1
• /
• pp.1-12
• /
• 1996

We propose a new approach to classifying a time series data into one of the autoregressive moving-average (ARMA) models. It is bases on two pattern recognition concepts for solving time series identification. The one is an extended sample autocorrelation function (ESACF). The other is a neural network-driven decision tree classifier(NNDTC) in which two pattern recognition techniques are tightly coupled : neural network and decision tree classfier. NNDTc consists of a set of nodes at which neural network-driven decision making is made whether the connecting subtrees should be pruned or not. Therefore, time series identification problem can be stated as solving a set of local decisions at nodes. The decision values of the nodes are provided by neural network functions attached to the corresponding nodes. Experimental results with a set of test data and real time series data show that the proposed approach can efficiently identify the time seires patterns with high precision compared to the previous approaches.