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1、C.Faloutsos,CMUCMUSCSCMUSCSThanksMiningTimeSeriesDataDeepayChakrabarti(CMU)Prof.DimitrisGunopulos(UCR)SpirosPapadimitriou(CMU)ChristosFaloutsosMengzhiWang(CMU)CMUProf.Byoung-KeeYi(PohangU.)ICML2003C.Faloutsos2CMUSCSCMUSCSOutlineProblemdefinition•Motivatio
2、n•Given:oneormoresequences•SimilaritySearchandIndexingx1,x2,…,xt,…•DSP(DigitalSignalProcessing)(y1,y2,…,yt,…¼)•LinearForecasting·Find•Burstytraffic-fractalsandmultifractals–similarsequences;forecasts•Non-linearforecasting–patterns;clusters;outliers•Conclu
3、sionsICML2003C.Faloutsos3ICML2003C.Faloutsos4CMUSCSCMUSCSMotivation-ApplicationsMotivation-Applications(cont’d)·Financial,sales,economicseries·‘Smarthouse’·Medical±sensorsmonitortemperature,humidity,±ECGs+;bloodpressureetcmonitoringairquality±reactionston
4、ewdrugs·videosurveillance±elderlycareICML2003C.Faloutsos5ICML2003C.Faloutsos61C.Faloutsos,CMUCMUSCSCMUSCSMotivation-ApplicationsStreamData:automobiletraffic(cont’d)·civil/automobileinfrastructure#carsAutomobiletraffic20001800±bridgevibrations[Oppenheim+02
5、]16001400±roadconditions/trafficmonitoring120010008006004002000timeICML2003C.Faloutsos7ICML2003C.Faloutsos8CMUSCSCMUSCSMotivation-ApplicationsStreamData:Sunspots(cont’d)#sunspotspermonth·Weather,environment/anti-pollutionSunspotData300±volcanomonitoring25
6、0200±air/waterpollutantmonitoring150100500timeICML2003C.Faloutsos9ICML2003C.Faloutsos10CMUSCSCMUSCSMotivation-ApplicationsStreamData:Diskaccesses(cont’d)·Computersystems#bytes±‘ActiveDisks’(buffering,prefetching)±webservers(ditto)±networktrafficmonitoring
7、±...timeICML2003C.Faloutsos11ICML2003C.Faloutsos122C.Faloutsos,CMUCMUSCSCMUSCSSettings&ApplicationsSettings&Applications·Oneormoresensors,collectingtime-seriesdataEachsensorcollectsdata(x1,x2,…,xt,…)ICML2003C.Faloutsos13ICML2003C.Faloutsos14CMUSCSCMUSCSSe
8、ttings&ApplicationsSettings&ApplicationsGoal#1:FindingpatternsinasingletimesequenceSomesensors‘report’toothersortothecentralsiteICML2003C.Faloutsos15ICML2003C.Faloutsos16CMUSCSCMUSCSSettings&ApplicationsProblem#1:Go
