A Framework for Periodic Outlier Pattern Detection in Time-Series Sequences

Abstract

Periodic pattern detection in time-ordered sequences is an important data mining task, which discovers in the time series all patterns that exhibit temporal regularities. Periodic pattern mining has a large number of applications in real life; it helps understanding the regular trend of the data along time, and enables the forecast and prediction of future events. An interesting related and vital problem that has not received enough attention is to discover outlier periodic patterns in a time series. Outlier patterns are defined as those which are different from the rest of the patterns; outliers are not noise. While noise does not belong to the data and it is mostly eliminated by preprocessing, outliers are actual instances in the data but have exceptional characteristics compared with the majority of the other instances. Outliers are unusual patterns that rarely occur, and, thus, have lesser support (frequency of appearance) in the data. Outlier patterns may hint toward discrepancy in the data such as fraudulent transactions, network intrusion, change in customer behavior, recession in the economy, epidemic and disease biomarkers, severe weather conditions like tornados, etc. We argue that detecting the periodicity of outlier patterns might be more important in many sequences than the periodicity of regular, more frequent patterns. In this paper, we present a robust and time efficient suffix tree-based algorithm capable of detecting the periodicity of outlier patterns in a time series by giving more significance to less frequent yet periodic patterns. Several experiments have been conducted using both real and synthetic data; all aspects of the proposed approach are compared with the existing algorithm InfoMiner; the reported results demonstrate the effectiveness and applicability of the proposed approach.