Mining and Forecasting of Big Time-series Data
Yasushi Sakurai, Yasuko Matsubara (Kumamoto U) and Christos Faloutsos (CMU/SCS)

Yasushi Sakurai Yasuko Matsubara Christos Faloutsos


Description (pdf): [PDF]
Abstract: Given a large collection of time series, such as web-click logs, electric medical records and motion capture sensors, how can we efficiently and effectively find typical patterns? How can we statistically summarize all the sequences, and achieve a meaningful segmentation? What are the major tools for forecasting and outlier detection? Time-series data analysis is becoming of increasingly high importance, thanks to the decreasing cost of hardware and the increasing on-line processing capability. The objective of this tutorial is to provide a concise and intuitive overview of the most important tools that can help us find patterns in large-scale time-series sequences. We review the state of the art in four related fields: (1) similarity search and pattern discovery, (2) linear modeling and summarization, (3) non-linear modeling and forecasting, and (4) the extension of time-series mining and tensor analysis. The emphasis of the tutorial is to provide the intuition behind these powerful tools, which is usually lost in the technical literature, as well as to introduce case studies that illustrate their practical use.