Robust extrema features for time-series data analysis

Pramod K. Vemulapalli, Vishal Monga, Sean N. Brennan

Research output: Contribution to journalReview article

13 Scopus citations

Abstract

The extraction of robust features for comparing and analyzing time series is a fundamentally important problem. Research efforts in this area encompass dimensionality reduction using popular signal analysis tools such as the discrete Fourier and wavelet transforms, various distance metrics, and the extraction of interest points from time series. Recently, extrema features for analysis of time-series data have assumed increasing significance because of their natural robustness under a variety of practical distortions, their economy of representation, and their computational benefits. Invariably, the process of encoding extrema features is preceded by filtering of the time series with an intuitively motivated filter (e.g., for smoothing), and subsequent thresholding to identify robust extrema. We define the properties of robustness, uniqueness, and cardinality as a means to identify the design choices available in each step of the feature generation process. Unlike existing methods, which utilize filters "inspired" from either domain knowledge or intuition, we explicitly optimize the filter based on training time series to optimize robustness of the extracted extrema features. We demonstrate further that the underlying filter optimization problem reduces to an eigenvalue problem and has a tractable solution. An encoding technique that enhances control over cardinality and uniqueness is also presented. Experimental results obtained for the problem of time series subsequence matching establish the merits of the proposed algorithm.

Original languageEnglish (US)
Pages (from-to)1464-1479
Number of pages16
JournalIEEE Transactions on Pattern Analysis and Machine Intelligence
Volume35
Issue number6
DOIs
StatePublished - 2013

All Science Journal Classification (ASJC) codes

  • Artificial Intelligence
  • Computer Vision and Pattern Recognition
  • Software
  • Computational Theory and Mathematics
  • Applied Mathematics

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