Temporal Data Analysis Task

A Temporal Data Analysis Task is an data analysis task that is restricted to time-series data.

• AKA: Time-Series Mining/Modeling.
• Context:
  • It can be solved by a Temporal Analysis System (that implements a temporal analysis algorithm).
• Example(s):
  • a Time Series Classification Task.
  • a Time Series Point Estimation Task.
  • a Time Series Clustering Task.
  • a Data Stream Mining Task.
  • a Time Series Time-Interval Estimation Task, such as a Survival Analysis Task (with a time-to-event dataset).
• Counter-Example(s):
  • a Graph Data Analysis Task.
• See: Forecasting Task, Signal Processing.

---

---

References

• http://en.wikipedia.org/wiki/Time_series#Analysis
• http://www.stats.gla.ac.uk/steps/glossary/time_series.html

2010

• (Koren, 2010) ⇒ Yehuda Koren. (2010). "Collaborative Filtering with Temporal Dynamics." In: Communications of the ACM, 53(4). doi:10.1145/1721654.1721677
  • Modeling time drifting data is a central problem in data mining.

2002

• (Keogh & Kasetty, 2002) ⇒ Eamonn Keogh, and Shruti Kasetty. (2002). "On the Need for Time Series Data Mining Benchmarks: A Survey and Empirical Demonstration." In: Proceedings of the eighth ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. doi:10.1145/775047.775062
  • For concreteness we begin by defining the various tasks that occupy the attention of most time series data mining research.
    • Indexing (Query by Content): Given a query time series Q, and some similarity/dissimilarity measure D(Q,C), find the nearest matching time series in database DB.
    • Clustering: Find natural groupings of the time series in database DB under some similarity/dissimilarity measure D(Q,C).
    • Classification: Given an unlabeled time series Q, assign it to one of two or more predefined classes.
    • Segmentation: Given a time series Q containing n datapoints, construct a model Q, from K piecewise segments (K << n) such that Q closely approximates Q.

2001

• (Brillinger, 2001) ⇒ David R. Brillinger. (2001). "Time Series: data analysis and theory." SIAM. ISBN:0898715016

---