CaSPiTa: mining statistically significant paths in time series data from an unknown network

Abstract

The mining of time series data has applications in several domains, and in many cases the data are generated by networks, with time series representing paths on such networks. In this work, we consider the scenario in which the dataset, i.e., a collection of time series, is generated by an unknown underlying network, and we study the problem of mining statistically significant paths, which are paths whose number of observed occurrences in the dataset is unexpected given the distribution defined by some features of the underlying network. A major challenge in such a problem is that the underlying network is unknown, and, thus, one cannot directly identify such paths. We then propose caSPiTa, an algorithm to mine statistically significant paths in time series data generated by an unknown and underlying network that considers a generative null model based on meaningful characteristics of the observed dataset, while providing guarantees in terms of false discoveries. Our extensive evaluation on pseudo-artificial and real data shows that caSPiTa is able to efficiently mine large sets of significant paths, while providing guarantees on the false positives.