ePeriodicity: Mining Event Periodicity from Incomplete Observations

Advanced technology in GPS and sensors enables us to track physical events, such as human movements and facility usage. Periodicity analysis from the recorded data is an important data mining task which provides useful insights into the physical events and enables us to report outliers and predict future behaviors. To mine periodicity in an event, we have to face real-world challenges of inherently complicated periodic behaviors and imperfect data collection problem. Specifically, the hidden temporal periodic behaviors could be oscillating and noisy, and the observations of the event could be incomplete. In this paper, we propose a novel probabilistic measure for periodicity and design a practical algorithm, ePeriodicity, to detect periods. Our method has thoroughly considered the uncertainties and noises in periodic behaviors and is provably robust to incomplete observations. Comprehensive experiments on both synthetic and real datasets demonstrate the effectiveness of our method.

[1]  Diane J. Cook,et al.  Learning Setting-Generalized Activity Models for Smart Spaces , 2012, IEEE Intelligent Systems.

[2]  Philip S. Yu,et al.  InfoMiner+: mining partial periodic patterns with gap penalties , 2002, 2002 IEEE International Conference on Data Mining, 2002. Proceedings..

[3]  Jiawei Han,et al.  Mining Segment-Wise Periodic Patterns in Time-Related Databases , 1998, KDD.

[4]  Walid G. Aref,et al.  Incremental, online, and merge mining of partial periodic patterns in time-series databases , 2004, IEEE Transactions on Knowledge and Data Engineering.

[5]  Joseph L. Hellerstein,et al.  Mining Partially Periodic Patterns With Unknown Periods From Event Stream , 2003 .

[6]  Ilya Shmulevich,et al.  Robust regression for periodicity detection in non-uniformly sampled time-course gene expression data , 2007, BMC Bioinformatics.

[7]  R. Durrett Probability: Theory and Examples , 1993 .

[8]  M Schimmel,et al.  Emphasizing Difficulties in the Detection of Rhythms with Lomb-Scargle Periodograms , 2001, Biological rhythm research.

[9]  Ivan Junier,et al.  Periodic pattern detection in sparse boolean sequences , 2010, Algorithms for Molecular Biology.

[10]  Jie Chen,et al.  Bioinformatics Original Paper Detecting Periodic Patterns in Unevenly Spaced Gene Expression Time Series Using Lomb–scargle Periodograms , 2022 .

[11]  Nikos Mamoulis,et al.  Discovering Partial Periodic Patterns in Discrete Data Sequences , 2004, PAKDD.

[12]  Joseph L. Hellerstein,et al.  Mining partially periodic event patterns with unknown periods , 2001, Proceedings 17th International Conference on Data Engineering.

[13]  R. C. Bradley Basic properties of strong mixing conditions. A survey and some open questions , 2005, math/0511078.

[14]  J. Scargle Studies in astronomical time series analysis. II - Statistical aspects of spectral analysis of unevenly spaced data , 1982 .

[15]  Bennett Eisenberg The Law of Large Numbers for Subsequences of a Stationary Process , 1975 .

[16]  Mohammed Al-Shalalfa,et al.  Efficient Periodicity Mining in Time Series Databases Using Suffix Trees , 2011, IEEE Transactions on Knowledge and Data Engineering.

[17]  Philip S. Yu,et al.  Mining asynchronous periodic patterns in time series data , 2000, KDD '00.

[18]  Philip S. Yu,et al.  Meta-patterns: revealing hidden periodic patterns , 2001, Proceedings 2001 IEEE International Conference on Data Mining.

[19]  Walid G. Aref,et al.  WARP: time warping for periodicity detection , 2005, Fifth IEEE International Conference on Data Mining (ICDM'05).

[20]  Jiawei Han,et al.  Mining periodic behaviors for moving objects , 2010, KDD.

[21]  Philip S. Yu,et al.  Infominer: mining surprising periodic patterns , 2001, KDD '01.

[22]  Mong-Li Lee,et al.  Mining Dense Periodic Patterns in Time Series Data , 2006, 22nd International Conference on Data Engineering (ICDE'06).

[23]  Albert-László Barabási,et al.  Understanding individual human mobility patterns , 2008, Nature.

[24]  Jiawei Han,et al.  Efficient mining of partial periodic patterns in time series database , 1999, Proceedings 15th International Conference on Data Engineering (Cat. No.99CB36337).

[25]  Walid G. Aref,et al.  Periodicity detection in time series databases , 2005, IEEE Transactions on Knowledge and Data Engineering.

[26]  D. L. Hanson,et al.  On the mean ergodic theorem for subsequences , 1960 .

[27]  Walid G. Aref,et al.  Multiple and Partial Periodicity Mining in Time Series Databases , 2002, ECAI.

[28]  Diane J Cook,et al.  Assessing the Quality of Activities in a Smart Environment , 2009, Methods of Information in Medicine.

[29]  D. B. Preston Spectral Analysis and Time Series , 1983 .

[30]  Gwenn Englebienne,et al.  Accurate activity recognition in a home setting , 2008, UbiComp.

[31]  Hao Ge,et al.  A Simple Discrete Model of Brownian Motors: Time-periodic Markov Chains , 2006 .

[32]  Philip S. Yu,et al.  On Periodicity Detection and Structural Periodic Similarity , 2005, SDM.

[33]  Jiawei Han,et al.  Mining event periodicity from incomplete observations , 2012, KDD.

[34]  N. Lomb Least-squares frequency analysis of unequally spaced data , 1976 .

[35]  Piotr Indyk,et al.  Identifying Representative Trends in Massive Time Series Data Sets Using Sketches , 2000, VLDB.