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Finding unusual medical time-series subsequences: algorithms and applications.
Eamonn Keogh1, Jessica Lin, Ada Waichee Fu
1University of California, Riverside 92521-0144, USA. eamonn@cs.ucr.edu
Summary
We introduce time series discords, unusual subsequences that are highly different from the rest of the data. Our faster algorithm efficiently detects these discords for anomaly detection in time series data.
Area of Science:
- Data Mining
- Time Series Analysis
- Anomaly Detection
Background:
- Time series data is ubiquitous in various scientific fields.
- Identifying unusual patterns or anomalies is crucial for data interpretation.
- Existing anomaly detection methods often require extensive parameter tuning.
Purpose of the Study:
- Introduce the novel problem of discovering time series discords.
- Define time series discords as subsequences maximally dissimilar to others.
- Highlight their utility as intuitive anomaly detectors.
Main Methods:
- Develop an efficient algorithm for time series discord discovery.
- Compare the proposed algorithm against brute-force methods.
- Validate the algorithm's performance on real-world datasets.
Main Results:
- The proposed algorithm significantly outperforms brute-force approaches in speed.
- The algorithm guarantees identical results to brute-force methods.
- Experiments demonstrate effectiveness on medical datasets like electrocardiograms.
Conclusions:
- Time series discords offer a powerful and intuitive approach to anomaly detection.
- The developed algorithm provides a computationally efficient solution for identifying these discords.
- This work has significant implications for anomaly detection in time series data, particularly in medical applications.