WARP: Time Warping for Periodicity Detection
Author
MG Elfeky, WG Aref, AK Elmagarmid
Entry type
article
Abstract
Periodicity mining is used for predicting trends in time series data. Periodicity detection is an essential process in periodicity mining to discover potential periodicity rates. Existing periodicity detection algorithms do not take into account the presence of noise, which is inevitable in almost every real-world time series data. In this paper, we tackle the problem of periodicity detection in the presence of noise. We propose a new periodicity detection algorithm that deals efficiently with all types of noise. Based on time warping, the proposed algorithm warps (extends or shrinks) the time axis at various locations to optimally remove the noise. Experimental results show that the proposed algorithm outperforms the existing periodicity detection algorithms in terms of noise resiliency.
Date
2005 – 11
Journal
Data Mining, Fifth IEEE International Conference on
Key alpha
Aref
Pages
8
Publication Date
2005-11-00

