Multi-Scagnostics.pdf (5.33 MB)
TimeSeer: Scagnostics for High-Dimensional Time Series
journal contribution
posted on 2013-11-22, 00:00 authored by Tuan Nhon Dang, Anushka Anand, Leland WilkinsonWe introduce a method (Scagnostic time series) and an application (TimeSeer) for organizing multivariate time series
and for guiding interactive exploration through high-dimensional data. The method is based on nine characterizations of the 2D
distributions of orthogonal pairwise projections on a set of points in multidimensional Euclidean space. These characterizations
include measures, such as, density, skewness, shape, outliers, and texture. Working directly with these Scagnostic measures, we can
locate anomalous or interesting sub-series for further analysis. Our application is designed to handle the types of doubly-multivariate
data series that are often found in security, financial, social, and other sectors.
Funding
This work was supported by NSF/DHS grant DMS-FODAVA- 0808860.
History
Publisher Statement
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Institute of Electrical and Electronics EngineersLanguage
- en_US