DATA SIGNATURES FOR VALIDATION AND EVALUATION OF TEMPORAL ASSOCIATIONS

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1、DATASIGNATURESFORVALIDATIONANDEVALUATIONOFTEMPORALASSOCIATIONSGeorgeK.GeorgiouBonK.Sy12QueensCollegeandTheGraduateSchoolandUniversityCenteroftheCityUniversityofNewYork/DepartmentofComputerScience165-30KissenaBoulevard,Flushing,NewYork,11367-0904233West42ndStreet,NewYork,NY

2、10036fgeorgiou;bong@qcvaxa:acc:qc:eduAbstractthecomputationalcostinvolvedinsuchatask,weproposeatwostepapproachthatactsnotonlyasaheuristicforDiscoveringrelationsamongdomainvariablesfromdataimprovedeciencyinoursearch,butalsoasaltertotrapplaysanimportantroleinautomatingand/o

3、rassistingthederivationofcoincidentaltemporalassociations.Firstly,processofconstructingdomainmodelsandvalidatingex-wepreprocessthetime-dependentdatasetofeachvariable,istingones.Animportantkindofrelationisthetemporalextractingonlyitsuniquepatterns.Datathatappearinassociation

4、betweendomainvariables.Whileastraightfor-achronologicalsequenceisreferredtoastime-dependentwardapplicationofcorrelationanalysismaybeinsucientdata;e.g.,meteorologicaldatasuchasthetemperatureofforuncoveringtheserelationships,weproposeanapproachadayinNewYorkCity,ornancialdat

5、asuchasthedailythatattemptstoidentifysimilaritiesinthepatternsacrosstradingvolumeorthedailyclosingpriceofastock.Eachdatasets.Thesepatternsenableustocapturethetempo-uniquepatterniscalledadatasignature.Adatasignatureralassociationsamongthevariablesofamodel.isablockofconsecuti

6、vetimevaryingdatapointswhichexhibitslowornocorrelationtoanyotherblockofdata1INTRODUCTIONinthesamedataset.Forinstance,inFig.1atherearetwoModelingtemporalassociationsamongasetofvariablessignatureswhereasinFig.1bthereisone.requiresanexplicitrepresentationofbothcovariationandte

7、mporalprecedenceamongthevariables.Buildingsuchadynamicmodelismoresuitablethanastaticmodelfortherepresentationofadynamicsystem.Nevertheless,thelevelofdicultyinvolvedintheconstructionofadynamicmodelincreasesdramaticallyovertheconstructionofastaticmodelduetoanadditionaldimens

8、ion,time.In-corporatingthisadditionaldimensioninamodelrequiresthetaskofidentifying