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Visualizing and Discovering Non-Trivial Patterns in Large Time Series Databases
Quan Le HCI Lab
23th Mar, 2015
Jessica Lin, Eamonn Keogh, Stefano Lonardi, Jeffrey P. Lankford, Daonna M. Nystrom Computer Science & Engineering Department University of California, Riverside, CA 92521 Proceedings of the 30th VLDB Conference, Toronto, Canada, 2004
Contents
Introduction
Background
Time series data mining tasks
Visualizing Time Series
VizTree
Evaluation
Conclusion
2
Fig 1. Time Series Visualization
Introduction Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - Data visualization techniques are very important for data
analysis.
- Visualizing massive time series datasets.
- VizTree – a time series pattern discovery and visualization system based on augment suffix trees.
Occurring pattern (Motif Discovery)
Surprising Pattern (Anomaly Discovery)
Query by content
Measures the dissimilarity between any two time series
3
Introduction Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - DoD – The U.S Department of Defense and The Aerospace
Corp (TAC)
- There are two major directions of research area:
Producing better technique to mine the archival launch data from previous missions (mining stage).
Producing better techniques to visualize the streaming telemetry data in the hours before launch (monitor stage)
- Dr. Ben Shneiderman of Uni. of Maryland – “Overview, zoom & filter, details-on-demand”.
4
Background
Time Series data mining tasks
Visualization Time Series
5
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Time Series data mining tasks
Subsequence matching
Motifs Discovery
Anomaly detection
6
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Subsequence Matching
- Sequence matching has long been divided into two categories: whole matching and subsequence matching.
- Subsequence matching: a short query subsequence time series is matched against longer time series by sliding it along the longer sequence, looking for the best matching location.
- Chunking – the process where a time series is broken into individual time series by either specific period.
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Fig 2. A weekly map of drought conditions in Texas
Time Series Motif Discovery
- A substantial body of literature has been devoted to techniques to discover frequently recurring, overrepresented patterns in time series.
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Fig 3. Time series Subsequence Motifs Discovery
Anomaly Detection
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - The problem of detecting anomalous/surprising patterns has
attracted much attention.
- Keogh’s definition – “whose frequently of occurrences differs substantially from that expected or given previously seen data”.
Fig 4. Illustration of Anomalous Series Detection ( Red represents anomalous time series)
Visualizing Time Series
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion TimeSearcher
Cluster and Calendar-based visualization
Spirals
TimeSearcher
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - A time series exploratory and visualization tool that allows
user to retrieve time series by creating queries.
Fig 5. The TimeSearcher visual query interface. User can filter away sequence that are not interesting by insisting that all sequences have at least on data point within the query box. http://www.cs.umd.edu/hcil/timesearcher/videos/TimeSearcherDemo.mp4
Flexibility
Specify different regions to compare.
Cluster and Calendar-based visualization
12
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - The time series data are chunked into sequences of day
patterns. - This visualization system displays patterns represented
calendar with each day color-coded by the cluster that it belongs to.
Fig 6. The cluster and calendar-based visualization on employee working hours data. It shows 6 clusters, representing different working day patterns.
Good overview
Limited to calendar-based data
Spirals
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - Weber developed this tool to visualize time series on spirals.
- Identify periodic structures in the data.
- Do not exhibit periodic behaviors of time series data.
- Requires pixel space in length of time series.
Fig 7. The Spiral visualization approach of Weber applied to the power usage dataset
VizTree - Motivation
14
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Here are two sets of bit strings.
Which set is generated by human and
which one is generated by a computer?
0101100101111001101001000010001010 0110110101110000101010111011111000 1101101101111110100110010010001101 0001111001101101000101111000101101 0011011001101000000100110001001110 000011101001100101100001010010
1000100010100100010101010000101010 0010101110111101011010010111010010 1010011101010101001010010101011101 0101001010101011010101001011001011 1011110100011100001010000100111010 100011100001010101100101110101
VizTree - Motivation
15
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Fig 8. (Left) Computer-generated random bits presented as an augmented suffix tree. (Right) Human-constructed bits presented as an augmented suffix tree.
0
1
(0,1,0) (1,0,1) (0,1,1)
1000100010100100010101010000101010 0010101110111101011010010111010010 1010011101010101001010010101011101 0101001010101011010101001011001011 1011110100011100001010000100111010 100011100001010101100101110101
0101100101111001101001000010001010 0110110101110000101010111011111000 1101101101111110100110010010001101 0001111001101101000101111000101101 0011011001101000000100110001001110 000011101001100101100001010010
VizTree - Motivation
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion - The strings represented in the tree are in fact “subsequences”
rather than “suffixes”.
- Using a time-series discretization method.
- Given the same parameters, the tree has the same overall
shape for any dataset.
Fig 9. VizTree Tool
Discretizing time series method
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion SAX
Symbolic Aggregate ApproXimation
baabccbc
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Discretizing time series method
Convert time series
to PAA
Convert PAA to symbols
PAA = Piecewise Aggregate Approximation
Fig 10. A summarization of the notation used
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Discretizing time series method
Fig 11. A time series dataset of electrical consumption (of length 1024) is converted into an eight-symbol string “acdcbdba”. Note that the general shape is the time series is preserved, in spite of the massive amount of dimensionality reduction.
20
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
VizTree – First Look
Fig 12. A screenshot of VizTree
The parameter setting area
The actual subsequence when the technician clicks on a branch
The input time series
The subsequence tree for the time series
Zoom-in window
VizTree
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Motifs Discovery
Anomaly Detection
Diff-Tree (Surprising Patterns)
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
22
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Motif Discovery
Fig 13. Example of Motif discovery on the winding dataset. Two nearly identical subsequences are identified, among the other motifs.
23
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Anomaly Detection
Fig 14. Heart-beat data with anomaly is shown. While the subsequence tree can be used to identify motifs, it can be used for simple anomaly detection as well.
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Diff-Tree (Surprising Patterns)
Fig 15. The blue ECG data is the reference data and the green ECG data is the testing data. The resulting tree show the difference in pattern distributions of two datasets. The surprising patterns are ranked with the red one.
25
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Evaluation
Subsequence Matching & Motifs Discovery: Human motion data of Yoga Postures
Anomaly Detection: Power consumption data
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Yoga Postures – Subsequence Matching
- A model postured yoga routines in front of a green screen. - The motion capture is transformed into a time series. - The length of the time series is approximately 26.000.
Fig 16. The sample yoga sequence that we are interested in finding
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Yoga Postures – Subsequence Matching
- A model postured yoga routines in front of a green screen. - The motion capture is transformed into a time series. - The length of the time series is approximately 26.000.
Fig 17. Matches for the yoga sequence. The bottom right corner shows how similar these two subsequences are
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Yoga Postures – Motif Discovery
- Identify approximately motifs by examining the subsequences
represented by thick three paths.
Fig 18. Example of Motifs discovery on the winding dataset. Two nearly identical subsequences are identified, among the other motifs.
29
Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation Conclusion
Power Consumption – Anomaly Detection
- Electricity consumption is recorded every 15 minutes, in 1997
Fig 19. Anomaly detection on power consumption data. The anomaly shown here is a short week during Christmas.
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Introduction Background
Time Series data mining tasks Visualizing Time Series
VizTree Evaluation
Conclusion
Conclusion
- Proposed VizTree as a visualization framework for massive
time series datasets.
- Mining and monitoring purposes.
- Process new data arrive.
Thank you!