Using convolution to mine obscure periodic patterns in one pass

Mohamed G. Elfeky, Walid G. Aref, Ahmed K. Elmagarmid

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

29 Citations (Scopus)

Abstract

The mining of periodic patterns in time series databases is an interesting data mining problem that can be envisioned as a tool for forecasting and predicting the future behavior of time series data. Existing periodic patterns mining algorithms either assume that the periodic rate (or simply the period) is user-specified, or try to detect potential values for the period in a separate phase. The former assumption is a considerable disadvantage, especially in time series databases where the period is not known a priori. The latter approach results in a multi-pass algorithm, which on the other hand is to be avoided in online environments (e.g., data streams). In this paper, we develop an algorithm that mines periodic patterns in time series databases with unknown or obscure periods such that discovering the period is part of the mining process. Based on convolution, our algorithm requires only one pass over a time series of length n, with O(nlogn) time complexity.

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
EditorsElisa Bertino, Stavros Christodoulakis, Manolis Koubarakis, Dimitris Plexousakis, Vassilis Christophides, Klemens Bohm, Elena Ferrari
PublisherSpringer Verlag
Pages606-620
Number of pages15
ISBN (Electronic)9783540212003
DOIs
Publication statusPublished - 2004
Externally publishedYes

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume2992
ISSN (Print)0302-9743
ISSN (Electronic)1611-3349

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