1 Time Series Analysis
2 Data Mining of Time SeriesDefinition: Analysis of records where time is one of the relevant attributes More narrow interpretation: records generated in regular time intervals
3 Scale Levels of Time nominal: Emphasis on Periodicityordinal: Sequence of events interval scaled: point in time, time intervals ration scale: time since start relevant
4 Time as Nominal Scale Emphasis on periodicityMonday, Tuesday,,.../ January, February,... often in combination with other scale levels
5 Time as Ordinal Scale Sequence of events Transactions News ticker ...deleting .kde/share/apps/RecentDocuments/21link.pdf.desktop deleting .kde/share/apps/RecentDocuments/21link.flat-2x2.pdf[3].desktop deleting .kde/share/apps/RecentDocuments/21link.flat-2x2.pdf[2].desktop deleting .kde/share/apps/RecentDocuments/21link.flat-2x2.pdf.desktop .kde/share/apps/RecentDocuments/MiningSequentialPatterns.ppt.desktop % kB/s 0:00:00 (xfer#38, to-check=1257/20694) .kde/share/apps/RecentDocuments/MiningSequentialPatterns2.ppt.desktop % kB/s 0:00:00 (xfer#39, to-check=1256/20694) .kde/share/apps/RecentDocuments/Zeitreihen.odp.desktop % kB/s 0:00:00 (xfer#40, to-check=1255/20694) .kde/share/apps/RecentDocuments/folien-infoseeking.pdf.desktop % kB/s 0:00:00 (xfer#41, to-check=1254/20694) .kde/share/apps/RecentDocuments/ieslides.sty.desktop % kB/s 0:00:00 (xfer#42, to-check=1253/20694) .kde/share/apps/RecentDocuments/server_log.gif.desktop % kB/s 0:00:00 (xfer#43, to-check=1252/20694) .kde/share/apps/RecentDocuments/tagesgang_wasser.jpg.desktop % kB/s 0:00:00 (xfer#44, to-check=1251/20694) .kde/share/apps/RecentDocuments/time_series_methods.pdf.desktop % kB/s 0:00:00 (xfer#45, to-check=1250/20694) .kde/share/apps/RecentDocuments/wachstumskurve-fichte.gif.desktop % kB/s 0:00:00 (xfer#46, to-check=1249/20694) .kde/share/apps/RecentDocuments/wasserabgabe-zeitintervall.jpg.desktop % kB/s 0:00:00 (xfer#47, to-check=1248/20694) .kde/share/apps/amarok/ .kde/share/apps/amarok/collection.db % MB/s 0:00:01 (xfer#48, to-check=1247/20694) .kde/share/apps/amarok/contextbrowser.html % kB/s 0:00:00 (xfer#49, to-check=1244/20694) Sequence of events Transactions News ticker ...
6 Time as Interval Scale Points in time, intervals9:00-10:00, 10:00-11:00,...
7 Time as Ratio Scale Time period since start relevantGrowth since start Fig.: Spruce growth for plants of different quality
8 Tasks
9 Task: Trend Analysis
10 Discovering Anomalies
11 Similarity Search
12 Discovery of Sequential PatternsSID sequence 10