Motif-based Rule Discovery for Predicting Real-valued Time Series

TL;DR

This paper introduces a motif-based rule discovery method for predicting real-valued time series, leveraging motif extraction to improve rule accuracy and extend applicability across multiple series, outperforming existing methods.

Contribution

It presents a novel motif-based approach that accurately segments series and discovers predictive rules, surpassing previous symbolization and segmentation techniques.

Findings

Outperforms baseline by 23.9% in accuracy

Effectively extends to multiple time series

Improves segmentation precision for rule discovery

Abstract

Time series prediction is of great significance in many applications and has attracted extensive attention from the data mining community. Existing work suggests that for many problems, the shape in the current time series may correlate an upcoming shape in the same or another series. Therefore, it is a promising strategy to associate two recurring patterns as a rule's antecedent and consequent: the occurrence of the antecedent can foretell the occurrence of the consequent, and the learned shape of consequent will give accurate predictions. Earlier work employs symbolization methods, but the symbolized representation maintains too little information of the original series to mine valid rules. The state-of-the-art work, though directly manipulating the series, fails to segment the series precisely for seeking antecedents/consequents, resulting in inaccurate rules in common scenarios. In this paper, we propose a novel motif-based rule discovery method, which utilizes motif discovery to accurately extract frequently occurring consecutive subsequences, i.e. motifs, as antecedents/consequents. It then investigates the underlying relationships between motifs by matching motifs as rule candidates and ranking them based on the similarities. Experimental results on real open datasets show that the proposed approach outperforms the baseline method by 23.9%. Furthermore, it extends the applicability from single time series to multiple ones.