Evolutionary Rule Mining in Time Series Databases

Data mining in the form of rule discovery is a growing field of investigation. A recent addition to this field is the use of evolutionary algorithms in the mining process. While this has been used extensively in the traditional mining of relational databases, it has hardly, if at all, been used in mining sequences and time series. In this paper we describe our method for evolutionary sequence mining, using a specialized piece of hardware for rule evaluation, and show how the method can be applied to several different mining tasks, such as supervised sequence prediction, unsupervised mining of interesting rules, discovering connections between separate time series, and investigating tradeoffs between contradictory objectives by using multiobjective evolution.     

大规模时间序列数据库降维及相似搜索

提出一种基于分段多项式表示（PPR）的时间序列数据库相似查询的系统化方法．PPR是一类基于线性多项式回归的正交变换．用PPR变换索引时间序列数据在理论上具备非漏报性质．文中分析了PPR的计算复杂性以及查询阈值的下界,并提出了一种衡量时间序列相似查询算法之查询效率的定量指标．与基于离散傅立叶变换（DFT）和离散小波变换（DWT）的时间序列相似查询算法所作的对比实验表明,所提算法可以用低的索引结构维数获得高的查询效率．     

Triggered Updates for Temporal Consistency in Real-Time Databases

A real-time database systemhas temporal consistency constraints in addition to timing constraints.The timing constraints require a transaction to be completedby a specified deadline, and the temporal consistency constraintsrequire that temporal data read by a transaction be up-to-date.If a transaction reads out-of-date data, it will become temporallyinconsistent. A real-time database system consists of differenttypes of temporal data objects, including derived objects. Thevalue of a derived object is computed from a set of other objects,known as the read-set of the derived object. The derived objectmay not always reflect the current state of its read-set; a derivedobject can become out-of-date even if its read-set is up-to-date.Any subsequent transaction reading the derived object will thenbecome temporally inconsistent. In this case, in order to readup-to-date objects, a transaction will have to wait until someother transaction updates the out-of-date object. However, indoing so, the waiting transaction may miss its deadline, particularlyif the update is not periodic but instead arrives randomly. Wepropose to update the outdated objects so that not only is thetemporal consistency improved, but also the number of misseddeadlines does not increase significantly, and as a result thereis an overall improvement in the performance of the system. Wepropose, implement and study a novel approach, to be known astriggered updates, to improve temporal consistency in firm real-timedatabase systems when updates are not periodic. We identify propertiesof triggered updates and explain how they work by giving bothan intuitive and a probabilistic analysis. We present strategiesfor generating triggered updates, discuss their suitability invarious contexts and perform a detailed simulation study to evaluatetheir performance. Results show that it is possible to improvetemporal consistency without degrading the timeliness of real-time database systems to a great deal.     

多时间粒度下时态数据库设计中时态类型的处理

在许多大型信息系统中需要存储大量的历史数据．为了有效地组织这些时间变化数据，可以使用时态函数依赖（TFDs）对时态数据库进行有效地设计．由于多时间粒度的使用，数据库设计算法需要在计算机上实现表示时态类型间的关系的逻辑结构和时态类型间的相关操作．为此提出了细于关系矩阵和封闭的时态类型集，并且对于给定的时态类型集及其细于关系矩阵，给出了一个自动生成它的一个封闭集及封闭集对应的细于关系矩阵的有效算法，通过提出的细于关系矩阵和封闭集算法，可以方便地在计算机上实现时态数据库设计算法需要的时态类型间的细于关系比较和glb操作。     

Compositional Verification of Multi-Agent Systems in Temporal Multi-Epistemic Logic

Compositional verification aims at managing the complexity of theverification process by exploiting compositionality of the systemarchitecture. In this paper we explore the use of a temporal epistemiclogic to formalize the process of verification of compositionalmulti-agent systems. The specification of a system, its properties andtheir proofs are of a compositional nature, and are formalized within acompositional temporal logic: Temporal Multi-Epistemic Logic. It isshown that compositional proofs are valid under certain conditions.Moreover, the possibility of incorporating default persistence ofinformation in a system, is explored. A completion operation on aspecific type of temporal theories, temporal completion, is introducedto be able to use classical proof techniques in verification withrespect to non-classical semantics covering default persistence.     

基于时间约束Petri网的工作流动态一致性检验

工作流系统中的时间管理是工作流建模和分析的重要组成部分。支持动态修改是人们在实际应用中对工作流系统提出的新要求。文中在基于时间约束的Petri网模型基础上,根据时间约束推理规则,提出一种动态修改时间约束时检验工作流一致性的方法,从而丰富了工作流的时间管理功能。     

Clustering Time Series with Clipped Data

Clustering time series is a problem that has applications in a wide variety of fields, and has recently attracted a large amount of research. Time series data are often large and may contain outliers. We show that the simple procedure of clipping the time series (discretising to above or below the median) reduces memory requirements and significantly speeds up clustering without decreasing clustering accuracy. We also demonstrate that clipping increases clustering accuracy when there are outliers in the data, thus serving as a means of outlier detection and a method of identifying model misspecification. We consider simulated data from polynomial, autoregressive moving average and hidden Markov models and show that the estimated parameters of the clipped data used in clustering tend, asymptotically, to those of the unclipped data. We also demonstrate experimentally that, if the series are long enough, the accuracy on clipped data is not significantly less than the accuracy on unclipped data, and if the series contain outliers then clipping results in significantly better clusterings. We then illustrate how using clipped series can be of practical benefit in detecting model misspecification and outliers on two real world data sets: an electricity generation bid data set and an ECG data set.     

Dimensionality Reduction for Fast Similarity Search in Large Time Series Databases

The problem of similarity search in large time series databases has attracted much attention recently. It is a non-trivial problem because of the inherent high dimensionality of the data. The most promising solutions involve first performing dimensionality reduction on the data, and then indexing the reduced data with a spatial access method. Three major dimensionality reduction techniques have been proposed: Singular Value Decomposition (SVD), the Discrete Fourier transform (DFT), and more recently the Discrete Wavelet Transform (DWT). In this work we introduce a new dimensionality reduction technique which we call Piecewise Aggregate Approximation (PAA). We theoretically and empirically compare it to the other techniques and demonstrate its superiority. In addition to being competitive with or faster than the other methods, our approach has numerous other advantages. It is simple to understand and to implement, it allows more flexible distance measures, including weighted Euclidean queries, and the index can be built in linear time. Received 16 May 2000 / Revised 18 December 2000 / Accepted in revised form 2 January 2001     

基于重要点的时间序列固定分段数分段算法

基于重要点探测技术的时间序列线性分段算法能较好地保留序列的全局特征和拟合高精确度。传统的基于重要点时间序列分段算法,只能通过误差阈值来控制分段,该方法不能预计分段数量,不能适应后期要求分段数量一定的应用。提出一种基于序列重要点的时间序列固定分段数的分段算法—PLR_FPIP,该方法借用二叉树层次遍历的思路,重新调整原方法的分段次序,使用重要点组成的直线段近似描述时间序列,该方法能够在分段数量一定的情况下对时间序列分段。实验证明,该分段算法能在固定分段数的情况下反映时间序列的主体特征,算法简单快速,整体拟合误差小。