Incremental and Adaptive Feature Exploration over Time Series Stream

Abstract

Over past years, various attempts have been made at analysing Time Series (TS) which has been raising great interest of Data Mining community due to its special data format and broad application scenarios. An important aspect in TS analysis is Time Series Classification (TSC), which has been applied in medical diagnosis, human activity recognition, industrial troubleshooting, etc. Typically, all TSC work trains a stable model from an off-line TS dataset, without considering potential Concept Drift in streaming context. Domains like healthcare look to enrich the database gradually with more medical cases, or in astronomy, with human’s growing knowledge about the universe, the theoretical basis for labelling data will change. The techniques applied in a stable TS dataset are then not adaptable in such dynamic scenarios (i.e. streaming context). Classical data stream analysis are biased towards vector or row data, where each attribute is independent to train an adaptive learning model, but rarely considers Time Series as a stream instance. Processing such type of data requires combining techniques in both communities of Time Series (TS) and Data Streams. To this end, by adopting the concepts of Shapelet and Matrix Profile, we conduct the first attempt to extract the adaptive features from Time Series Stream based on the Test-then-Train strategy, which is applicable in both contexts: a) under stable concept, learning model will be updated incrementally; b) for data source with Concept Drift, previous concepts that do not represent the current stream behavior will be discarded from the model.