Hier finden Sie von Know-Center MitarbeiterInnen verfasste wissenschaftliche Publikationen


Toller Maximilian, Santos Tiago, Kern Roman

SAZED: parameter-free domain-agnostic season length estimation in time series data

Data Mining and Knowledge Discovery, 2019

Season length estimation is the task of identifying the number of observations in the dominant repeating pattern of seasonal time series data. As such, it is a common pre-processing task crucial for various downstream applications. Inferring season length from a real-world time series is often challenging due to phenomena such as slightly varying period lengths and noise. These issues may, in turn, lead practitioners to dedicate considerable effort to preprocessing of time series data since existing approaches either require dedicated parameter-tuning or their performance is heavily domain-dependent. Hence, to address these challenges, we propose SAZED: spectral and average autocorrelation zero distance density. SAZED is a versatile ensemble of multiple, specialized time series season length estimation approaches. The combination of various base methods selected with respect to domain-agnostic criteria and a novel seasonality isolation technique, allow a broad applicability to real-world time series of varied properties. Further, SAZED is theoretically grounded and parameter-free, with a computational complexity of ( log ), which makes it applicable in practice. In our experiments, SAZED was statistically significantly better than every other method on at least one dataset. The datasets we used for the evaluation consist of time series data from various real-world domains, sterile synthetic test cases and synthetic data that were designed to be seasonal and yet have no finite statistical moments of any order.

Toller Maximilian, Geiger Bernhard, Kern Roman

A Formally Robust Time Series Distance Metric

Mile'TS @ SIGKDD, 2019

Distance-based classification is among the most competitive classification methods for time series data. The most critical componentof distance-based classification is the selected distance function.Past research has proposed various different distance metrics ormeasures dedicated to particular aspects of real-world time seriesdata, yet there is an important aspect that has not been considered so far: Robustness against arbitrary data contamination. In thiswork, we propose a novel distance metric that is robust against arbitrarily “bad” contamination and has a worst-case computationalcomplexity of O(n logn). We formally argue why our proposedmetric is robust, and demonstrate in an empirical evaluation thatthe metric yields competitive classification accuracy when appliedin k-Nearest Neighbor time series classification.

Toller Maximilian, Kern Roman

Robust Parameter-Free Season Length Detection in Time Series

MILETS 2017 @ International Conference on Knowledge Discovery and Data Mining, Halfiax, Nova Scotia Canada, 2017

The in-depth analysis of time series has gained a lot of re-search interest in recent years, with the identification of pe-riodic patterns being one important aspect. Many of themethods for identifying periodic patterns require time series’season length as input parameter. There exist only a few al-gorithms for automatic season length approximation. Manyof these rely on simplifications such as data discretization.This paper presents an algorithm for season length detec-tion that is designed to be sufficiently reliable to be used inpractical applications. The algorithm estimates a time series’season length by interpolating, filtering and detrending thedata. This is followed by analyzing the distances betweenzeros in the directly corresponding autocorrelation function.Our algorithm was tested against a comparable algorithmand outperformed it by passing 122 out of 165 tests, whilethe existing algorithm passed 83 tests. The robustness of ourmethod can be jointly attributed to both the algorithmic ap-proach and also to design decisions taken at the implemen-tational level.
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