Int. J. of Granular Computing, Rough Sets and Intelligent Systems   »   2009 Vol.1, No.1

 

 

Title: Time series data analysis in multiple granularity levels

 

Author: Mehmet Sayal, Ming-Chien Shan

 

Addresses:
Hewlett-Packard Labs, 1501 Page Mill Road, Palo Alto, CA 94304 USA.
SAP Research, Palo Alto, CA 94304 USA

 

Abstract: A single-pass method for analysing time series data and extracting time-correlations (time-delayed relationships) among multiple time series data streams is described. The proposed method can detect and report time-delayed relationships among multiple time series data streams without having to transform the original data into another domain. Each time-correlation rule explains how the changes in the values of one set of time series data streams influence the values in another set of time series data streams. Those rules can be stored digitally and fed into various data analysis tools for further analysis. Performance experiments showed that the described method is 95% accurate and has a linear running time with respect to the amount of input data for pair-wise time series correlations.

 

Keywords: time series data; time domain analysis; correlation; convolution; granularity levels; granular computing; data analysis.

 

DOI: 10.1504/IJGCRSIS.2009.026725

 

Int. J. of Granular Computing, Rough Sets and Intelligent Systems, 2009 Vol.1, No.1, pp.64 - 80

 

Available online: 24 Jun 2009

 

 

Editors Full text accessAccess for SubscribersPurchase this articleComment on this article