Time Series Analysis Using the Concept of Adaptable Threshold Similarity

The issue of data mining in time series databases is of utmost importance for many practical applications and has attracted a lot of research in the past years. In this paper, we focus on the recently proposed concept of threshold similarity which compares the time series based on the time frames within which they exceed a user-defined amplitude threshold tau. We propose a novel approach for cluster analysis of time series based on adaptable threshold similarity. The most important issue in threshold similarity is the choice of the threshold tau. Thus, the threshold tau is automatically adapted to the characteristics of a small training dataset using the concept of support vector machines. Thus, the optimal tau is learned from a small training set in order to yield an accurate clustering of the entire time series database. In our experimental evaluation we demonstrate that our cluster analysis using adaptable threshold similarity can be successfully applied to many scientific real-world data mining applications