Work

A Fast-Optimal Guaranteed Algorithm For Learning Sub-Interval Relationships in Time Series

Year: 2019
Type: preprint
Abstract: Traditional approaches focus on finding relationships between two entire time series, however, many interesting relationships exist in small sub-intervals of time and remain feeble during other sub-intervals. We define the notion of a sub-interval relationship (SIR) to capture such interactions that are prominent only in certain sub-intervals of time. To that end, we propose a fast-optimal guaranteed algorithm to find most interesting SIR relationship in a pair of time series. Lastly, we demonstrate the utility of our method in climate science domain based on a real-world dataset along with its scalability scope and obtain useful domain insights.
Language: English
Open Access status: green
OpenAlex ID: W2948564657
Cites: 14
Cited by:
Related to: 20