1. A system for automated discovery of unknown patterns from multiple heterogeneous sensors and determining value of new data acquisitions, the system comprising: one or more processors and a non-transitory memory having instructions encoded thereon such that when the instructions are executed, the one or more processors perform operations of: processing input data from a plurality of surveillance sensors associated with a plurality of unmanned aerial vehicles with a coarse-graining module, wherein the input data is processed with a plurality of time windows and time delays to generate multi-scale symbolic representations of the input data having various levels of granularity; discovering and extracting previously unknown patterns in the multi-scale symbolic representations with a local information dynamics module; determining, for each data point in time or for each surveillance sensor, a value of acquiring new input data at a next data point in time or from a new surveillance sensor with a non-myopic value of information module, resulting in a plurality of values of acquiring new input data; generating a ranking of the plurality of values of acquiring new input data with the non-myopic value of information module; and using the ranking, selecting at least one of the plurality of surveillance sensors associated with an unmanned aerial vehicle from which to collect new input data.