On the discovery of weak periodicities in large time series

Christos Berberidis, Ioannis Vlahavas, Walid G. Aref, Mikhail Atallah, Ahmed Elmagarmid

Research output: Chapter in Book/Report/Conference proceedingConference contribution

31 Citations (Scopus)

Abstract

The search for weak periodic signals in time series data is an active topic of research. Given the fact that rarely a real world dataset is perfectly periodic, this paper approaches this problem in terms of data mining, trying to discover weak periodic signals in time series databases, when no period length is known in advance. In existing time series mining algorithms, the period length is user-specified. We propose an algorithm for finding approximate periodicities in large time series data, utilizing autocorrelation function and FFT. This algorithm is an extension to the partial periodicity detection algorithm presented in a previous paper of ours. We provide some mathematical background as well as experimental results.

Original languageEnglish
Title of host publicationLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Pages51-61
Number of pages11
Volume2431 LNAI
Publication statusPublished - 1 Dec 2002
Externally publishedYes
Event6th European Conference on Principles and Practice of Knowledge Discovery in Databases, PKDD 2002 - Helsinki, Finland
Duration: 19 Aug 200223 Aug 2002

Publication series

NameLecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
Volume2431 LNAI
ISSN (Print)03029743
ISSN (Electronic)16113349

Other

Other6th European Conference on Principles and Practice of Knowledge Discovery in Databases, PKDD 2002
CountryFinland
CityHelsinki
Period19/8/0223/8/02

Fingerprint

Periodicity
Time series
Time Series Data
Large Data
Autocorrelation Function
Autocorrelation
Fast Fourier transforms
Data mining
Mining
Data Mining
Partial
Experimental Results

ASJC Scopus subject areas

  • Computer Science(all)
  • Theoretical Computer Science

Cite this

Berberidis, C., Vlahavas, I., Aref, W. G., Atallah, M., & Elmagarmid, A. (2002). On the discovery of weak periodicities in large time series. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) (Vol. 2431 LNAI, pp. 51-61). (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 2431 LNAI).

On the discovery of weak periodicities in large time series. / Berberidis, Christos; Vlahavas, Ioannis; Aref, Walid G.; Atallah, Mikhail; Elmagarmid, Ahmed.

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 2431 LNAI 2002. p. 51-61 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); Vol. 2431 LNAI).

Research output: Chapter in Book/Report/Conference proceedingConference contribution

Berberidis, C, Vlahavas, I, Aref, WG, Atallah, M & Elmagarmid, A 2002, On the discovery of weak periodicities in large time series. in Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). vol. 2431 LNAI, Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 2431 LNAI, pp. 51-61, 6th European Conference on Principles and Practice of Knowledge Discovery in Databases, PKDD 2002, Helsinki, Finland, 19/8/02.
Berberidis C, Vlahavas I, Aref WG, Atallah M, Elmagarmid A. On the discovery of weak periodicities in large time series. In Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 2431 LNAI. 2002. p. 51-61. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
Berberidis, Christos ; Vlahavas, Ioannis ; Aref, Walid G. ; Atallah, Mikhail ; Elmagarmid, Ahmed. / On the discovery of weak periodicities in large time series. Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics). Vol. 2431 LNAI 2002. pp. 51-61 (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)).
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