GRAB: Finding Time Series Natural Structures via A Novel Graph-based Scheme

In recent years, the widespread use of sensors has substantially stimulated researchers’ interest in time series data mining. Real-world time series often include natural structures. For example, a time series captured from a patient rehabilitation app can be divided into a series of movements, e.g., sitting, standing, and walking. Finding time series natural structures (i.e., latent semantic states) is one of the core subroutines in time series mining applications. However, this task is not trivial as it has two challenges: (1) how to determine the correct change points between consecutive segments, and (2) how to cluster segments into different states.In this paper, we propose a novel graph-based approach, GRAB, to discover time series natural structures. In particular, GRAB first partitions the time series into a set of non-overlapping fragments via the similarity between subsequences. Then, it constructs a fragment-based graph and employs a graph partition method to cluster the fragments into states. Extensive experiments on real-world datasets demonstrate the effectiveness and efficiency of our GRAB method. Specifically, GRAB finds high-quality latent states, and it outperforms state-of-the-art solutions by orders of magnitude.