2015
DOI: 10.15439/2015f420
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Robust histogram-based feature engineering of time series data

Abstract: Abstract-Collecting data at regular time nowadays is ubiquitous. The most widely used type of data that is being collected and analyzed is financial data and sensor readings. Various businesses have realized that financial time series analysis is a powerful analytical tool that can lead to competitive advantages. Likewise, sensor networks generate time series and if they are properly analyzed can give a better understanding of the processes that are being monitored. In this paper we propose a novel generic his… Show more

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Cited by 30 publications
(22 citation statements)
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“…They not only provided an insightful view on the state-of-the-art in multidimensional time series analysis but also contained inspiring new ideas, design specifically for the considered problem. The most interesting of these ideas are described by their authors in separate papers submitted for the competition track of AAIA'15 conference [2], [11], [15], [17], [19], [20].…”
Section: Summary Of the Competition Resultsmentioning
confidence: 99%
“…They not only provided an insightful view on the state-of-the-art in multidimensional time series analysis but also contained inspiring new ideas, design specifically for the considered problem. The most interesting of these ideas are described by their authors in separate papers submitted for the competition track of AAIA'15 conference [2], [11], [15], [17], [19], [20].…”
Section: Summary Of the Competition Resultsmentioning
confidence: 99%
“…Another technique named histogram-based data clustering has been incorporated in different field of applications [50][51][52] to group similar data into clusters in order to reduce redundant data. The data points of each cluster have been assigned in a systematic way where the random initialization to determine centroids and iteration to converge individual cluster are not required.…”
Section: Data Clustering Techniquesmentioning
confidence: 99%
“…A recent data mining competition for posture recognition of firefighters [2] inspired different feature engineering approaches that are very effective [3,4,5]. Using the proposed approaches there, from each series of readings the system generates the following types of features: basic statistics (minimum, maximum, range, arithmetic mean, harmonic mean, geometric mean, median, mode, standard deviation, variance, skewness, kurtosis, signal-to-noise ratio, energy, etc.…”
Section: A Feature Generatorsmentioning
confidence: 99%
“…Using the proposed approaches there, from each series of readings the system generates the following types of features: basic statistics (minimum, maximum, range, arithmetic mean, harmonic mean, geometric mean, median, mode, standard deviation, variance, skewness, kurtosis, signal-to-noise ratio, energy, etc. ); curve fitting parameters [4]; equal-width histogram features [5]; percentile based features (first quartile, median, third quartile, inter-quartile range, amplitude, etc.) [3]; auto-correlation of the signal with several types of correlations (signal processing auto-correlation and Pearson, Spearman and Kendall correlation) [4]; and intercorrelations between each pair of raw time series values using the aforementioned types of correlation coefficients.…”
Section: A Feature Generatorsmentioning
confidence: 99%
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