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|Title:||NEW METHODS FOR MINING SEQUENTIAL AND TIME SERIES DATA|
Time series data
|Publisher:||University of Sydney.|
School of Information Technologies
|Abstract:||Data mining is the process of extracting knowledge from large amounts of data. It covers a variety of techniques aimed at discovering diverse types of patterns on the basis of the requirements of the domain. These techniques include association rules mining, classification, cluster analysis and outlier detection. The availability of applications that produce massive amounts of spatial, spatio-temporal (ST) and time series data (TSD) is the rationale for developing specialized techniques to excavate such data. In spatial data mining, the spatial co-location rule problem is different from the association rule problem, since there is no natural notion of transactions in spatial datasets that are embedded in continuous geographic space. Therefore, we have proposed an efficient algorithm (GridClique) to mine interesting spatial co-location patterns (maximal cliques). These patterns are used as the raw transactions for an association rule mining technique to discover complex co-location rules. Our proposal includes certain types of complex relationships – especially negative relationships – in the patterns. The relationships can be obtained from only the maximal clique patterns, which have never been used until now. Our approach is applied on a well-known astronomy dataset obtained from the Sloan Digital Sky Survey (SDSS). ST data is continuously collected and made accessible in the public domain. We present an approach to mine and query large ST data with the aim of finding interesting patterns and understanding the underlying process of data generation. An important class of queries is based on the flock pattern. A flock is a large subset of objects moving along paths close to each other for a predefined time. One approach to processing a “flock query” is to map ST data into high-dimensional space and to reduce the query to a sequence of standard range queries that can be answered using a spatial indexing structure; however, the performance of spatial indexing structures rapidly deteriorates in high-dimensional space. This thesis sets out a preprocessing strategy that uses a random projection to reduce the dimensionality of the transformed space. We use probabilistic arguments to prove the accuracy of the projection and to present experimental results that show the possibility of managing the curse of dimensionality in a ST setting by combining random projections with traditional data structures. In time series data mining, we devised a new space-efficient algorithm (SparseDTW) to compute the dynamic time warping (DTW) distance between two time series, which always yields the optimal result. This is in contrast to other approaches which typically sacrifice optimality to attain space efficiency. The main idea behind our approach is to dynamically exploit the existence of similarity and/or correlation between the time series: the more the similarity between the time series, the less space required to compute the DTW between them. Other techniques for speeding up DTW, impose a priori constraints and do not exploit similarity characteristics that may be present in the data. Our experiments demonstrate that SparseDTW outperforms these approaches. We discover an interesting pattern by applying SparseDTW algorithm: “pairs trading” in a large stock-market dataset, of the index daily prices from the Australian stock exchange (ASX) from 1980 to 2002.|
|Description:||Doctor of Philosophy (PhD)|
|Rights and Permissions:||The author retains copyright of this thesis.|
|Type of Work:||PhD Doctorate|
|Appears in Collections:||Sydney Digital Theses (Open Access)|
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|G.Al-Naymat-2009-thesis.pdf||2.98 MB||Adobe PDF||View/Open|
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