The prediction of periodical time-series remains challenging due to various types of data distortions and misalignments. Here, we propose a novel model called Temporal embedding-enhanced convolutional neural Network (TeNet) to learn repeatedly-occurring-yet-hidden structural elements in periodical time-series, called abstract snippets, for predicting future changes. Our model uses convolutional neural networks and embeds a time-series with its potential neighbors in the temporal domain for aligning it to the dominant patterns in the dataset. The model is robust to distortions and misalignments in the temporal domain and demonstrates strong prediction power for periodical time-series. We conduct extensive experiments and discover that the proposed model shows significant and consistent advantages over existing methods on a variety of data modalities ranging from human mobility to household power consumption records. Empirical results indicate that the model is robust to various factors such as number of samples, variance of data, numerical ranges of data etc. The experiments also verify that the intuition behind the model can be generalized to multiple data types and applications and promises significant improvement in prediction performances across the datasets studied.
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@cite_4: Human mobility is differentiated by time scales. While the mechanism for long time scales has been studied, the underlying mechanism on the daily scale is still unrevealed. Here, we uncover the mechanism responsible for the daily mobility patterns by analysing the temporal and spatial trajectories of thousands of persons as individual networks. Using the concept of motifs from network theory, we find only 17 unique networks are present in daily mobility and they follow simple rules. These networks, called here motifs, are sufficient to capture up to 90 per cent of the population in surveys and mobile phone datasets for different countries. Each individual exhibits a characteristic motif, which seems to be stable over several months. Consequently, daily human mobility can be reproduced by an analytically tractable framework for Markov chains by modelling periods of high-frequency trips followed by periods of lower activity as the key ingredient.
@cite_20: Most time series data mining algorithms use similarity search as a core subroutine, and thus the time taken for similarity search is the bottleneck for virtually all time series data mining algorithms. The difficulty of scaling search to large datasets largely explains why most academic work on time series data mining has plateaued at considering a few millions of time series objects, while much of industry and science sits on billions of time series objects waiting to be explored. In this work we show that by using a combination of four novel ideas we can search and mine truly massive time series for the first time. We demonstrate the following extremely unintuitive fact; in large datasets we can exactly search under DTW much more quickly than the current state-of-the-art Euclidean distance search algorithms. We demonstrate our work on the largest set of time series experiments ever attempted. In particular, the largest dataset we consider is larger than the combined size of all of the time series datasets considered in all data mining papers ever published. We show that our ideas allow us to solve higher-level time series data mining problem such as motif discovery and clustering at scales that would otherwise be untenable. In addition to mining massive datasets, we will show that our ideas also have implications for real-time monitoring of data streams, allowing us to handle much faster arrival rates and or use cheaper and lower powered devices than are currently possible.
Now we consider the periodical time-series prediction problem for data such as daily traveling distances or daily household power consumptions. To tackle this problem, conventionally statistical models such as autoregression and its variants are strongly favored. While in the past decade, realizing there is abstract and structural information beneath the raw numeric values in the time-series, researchers have experimented to discover such patterns by clustering or motif'' discovery @cite_20 @cite_4 @cite_5 . Though conceptually similar, these motifs'' usually are concrete subsequences that are restricted by specific mathematical definitions, which differentiate themselves from the concept of abstract, representative snippets in our paper. However, how to design a method that can find abstract patterns as well as predict future values, that meanwhile is robust to various temporal distortions and misalignment, is yet to be answered. Inspired by the success of convolutional neural networks, we investigate using convolution-based neural networks to address this problem.