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A new temporal pattern identification method for characterization and prediction of complex time series events

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2 Author(s)
Povinelli, R.J. ; Dept. of Electr. & Comput. Eng., Marquette Univ., Milwaukee, WI, USA ; Xin Feng

A new method for analyzing time series data is introduced in this paper. Inspired by data mining, the new method employs time-delayed embedding and identifies temporal patterns in the resulting phase spaces. An optimization method is applied to search the phase spaces for optimal heterogeneous temporal pattern clusters that reveal hidden temporal patterns, which are characteristic and predictive of time series events. The fundamental concepts and framework of the method are explained in detail. The method is then applied to the characterization and prediction, with a high degree of accuracy, of the release of metal droplets from a welder. The results of the method are compared to those from a Time Delay Neural Network and the C4.5 decision tree algorithm.

Published in:

Knowledge and Data Engineering, IEEE Transactions on  (Volume:15 ,  Issue: 2 )

Date of Publication:

March-April 2003

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