Abstract
A single-pass method for analysing time series data and extracting time-correlations (time-delayed relationships) among multiple time series data streams is described. The proposed method can detect and report time-delayed relationships among multiple time series data streams without having to transform the original data into another domain. Each time-correlation rule explains how the changes in the values of one set of time series data streams influence the values in another set of time series data streams. Those rules can be stored digitally and fed into various data analysis tools for further analysis. Performance experiments showed that the described method is 95% accurate and has a linear running time with respect to the amount of input data for pair-wise time series correlations.
Published Version
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