Finding unusual medical time-series subsequences: algorithms and applications.
In this work, we introduce the new problem of finding time series discords. Time series discords are subsequences of longer time series that are maximally different to all the rest of the time series subsequences. They thus capture the sense of the most unusual subsequence within a time series. While discords have many uses for data mining, they are particularly attractive as anomaly detectors because they only require one intuitive parameter (the length of the subsequence), unlike most anomaly detection algorithms that typically require many parameters. While the brute force algorithm to discover time series discords is quadratic in the length of the time series, we show a simple algorithm that is three to four orders of magnitude faster than brute force, while guaranteed to produce identical results. We evaluate our work with a comprehensive set of experiments on electrocardiograms and other medical datasets.
Keogh
Eamonn
E
University of California, Riverside 92521-0144, USA. eamonn@cs.ucr.edu
Lin
Jessica
J
Fu
Ada Waichee
AW
Van Herle
Helga
H
D000465:Algorithms; D001185:Artificial Intelligence; D016000:Cluster Analysis; D003198:Computer Simulation; D003936:Diagnosis, Computer-Assisted / Q000379:methods*; D004562:Electrocardiography / Q000379:methods*; D006801:Humans; D016247:Information Storage and Retrieval / Q000379:methods; D008954:Models, Biological; D010363:Pattern Recognition, Automated / Q000379:methods*; D017286:Polysomnography / Q000379:methods*; D015203:Reproducibility of Results; D012680:Sensitivity and Specificity; D013997:Time Factors