Show Me Your Friends and I'll Tell You Who You Are. Finding Anomalous Time Series by Conspicuous Cluster Transitions

The analysis of time series is an important field of research in data mining. This includes different sub areas like trend analysis, outlier detection, forecasting or simply the comparison of multiple time series. Clustering is also an equally important and vast field in time series analysis. Different clustering algorithms provide different analysis aspects like the detection of classes or outliers. There are various approaches how to apply cluster algorithms to time series. Previous work either extracted subsequences or feature sets as an input for cluster algorithms. A rarely used but important approach in clustering of time series is the grouping of data points per point in time. Based on this technique we present a method which analyses the transitions of time series between clusters over time. We evaluate our approach on multiple multivariate time series of different data sets. We discover conspicuous behaviors in relation to groups of sequences and provide a robust outlier detection algorithm.

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