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Finding Persisting States for Knowledge Discovery in Time Series

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From Data and Information Analysis to Knowledge Engineering

Abstract

Knowledge Discovery in time series usually requires symbolic time series. Many discretization methods that convert numeric time series to symbolic time series ignore the temporal order of values. This often leads to symbols that do not correspond to states of the process generating the time series. We propose a new method for meaningful unsupervised discretization of numeric time series called “Persist”, based on the Kullback-Leibler divergence between the marginal and the self-transition probability distributions of the discretization symbols. In evaluations with artificial and real life data it clearly outperforms existing methods.

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Authors and Affiliations

  1. Data Bionics Research Group, Philipps-University Marburg, 35032, Marburg, Germany

    Fabian Mörchen & Alfred Ultsch

Authors
  1. Fabian Mörchen
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  2. Alfred Ultsch
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Editor information

Editors and Affiliations

  1. Institut für Technische und Betriebliche Informationssysteme, Otto-von-Guericke-Universität Magdeburg, Universitätsplatz 2, 39106, Magdeburg, Germany

    Myra Spiliopoulou

  2. Institut für Wissens- und Sprachverarbeitung, Otto-von-Guericke-Universität Magdeburg, Universitätsplatz 2, 39106, Magdeburg, Germany

    Rudolf Kruse , Christian Borgelt  & Andreas Nürnberger ,  & 

  3. Institut für Entscheidungstheorie und Unternehmensforschung, Universität Karlsruhe (TH), 76128, Karlsruhe

    Wolfgang Gaul

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© 2006 Springer Berlin · Heidelberg

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Mörchen, F., Ultsch, A. (2006). Finding Persisting States for Knowledge Discovery in Time Series. In: Spiliopoulou, M., Kruse, R., Borgelt, C., Nürnberger, A., Gaul, W. (eds) From Data and Information Analysis to Knowledge Engineering. Studies in Classification, Data Analysis, and Knowledge Organization. Springer, Berlin, Heidelberg. https://doi.org/10.1007/3-540-31314-1_33

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