Feature identification in time series data sets
Justin Shaw1, Marek Stastna1, Aaron Coutino1
1Department of Applied Mathematics, University of Waterloo, Waterloo, ON, Canada.
Abstract:
We present a computationally inexpensive, flexible feature identification method which uses a comparison of time series to identify a rank-ordered set of features in geophysically-sourced data sets. Many physical phenomena perturb multiple physical variables nearly simultaneously, and so features are identified as time periods in which there are local maxima of absolute deviation in all time series. Unlike other available methods, this method allows the analyst to tune the method using their knowledge of the physical context. The method is applied to a data set from a moored array of instruments deployed in the coastal environment of Monterey Bay, California, and a data set from sensors placed within the submerged Yax Chen Cave System in Tulum, Quintana Roo, Mexico. These example data sets demonstrate that the method allows for the automated identification of features which are worthy of further study.
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