Recent advances in high throughput data collection and storage technologies have led to a dramatic increase in the availability of high-resolution time series data sets in various domains. These time series reflect the dynamics of the underlying physical processes in these domains. Detecting changes in a time series over time or changes in the relationships among the time series in a data set containing multiple contemporaneous time series can be useful to detect changes in these physical processes. Contextual events detection algorithms detect changes in the relationships between multiple related time series. In this work, we introduce a new type of contextual events, called group level contextual change events. In contrast to individual contextual change events that reflect the change in behavior of one target time series against a context, group level events reflect the change in behavior of a target group of time series relative to a context group of time series. We propose an online framework to detect two types of group level contextual change events: (i) group formation (i.e., detecting when a set of multiple unrelated timeseries or groups of time series with little prior relationship in their behavior forms a new group of related time series) and (ii) group disbanding (i.e., detecting when one stable set of related time series disbands into two or more subgroups with little relationship in their behavior). We demonstrate this framework using 2 real world datasets and show that the framework detects group level contextual change events that can be explained by plausible causes.
|Original language||English (US)|
|Title of host publication||SIAM International Conference on Data Mining 2014, SDM 2014|
|Editors||Pang Ning-Tan, Arindam Banerjee, Srinivasan Parthasarathy, Zoran Obradovic, Chandrika Kamath, Mohammed Zaki|
|Publisher||Society for Industrial and Applied Mathematics Publications|
|Number of pages||9|
|State||Published - 2014|
|Event||14th SIAM International Conference on Data Mining, SDM 2014 - Philadelphia, United States|
Duration: Apr 24 2014 → Apr 26 2014
|Name||SIAM International Conference on Data Mining 2014, SDM 2014|
|Other||14th SIAM International Conference on Data Mining, SDM 2014|
|Period||4/24/14 → 4/26/14|
Bibliographical noteFunding Information:
Part of this work was done when the first author was an intern in the Cloud & Information Services Lab in Microsoft. It was supported in part by the National Science Foundation under Grants IIS-1029711 and IIS- 0905581, as well as the Planetary Skin Institute. Access to computing facilities was provided by the University of Minnesota Supercomputing Institute.