Finding Unusual Medical Time-Series Subsequences: Algorithms and Applications

E. Keogh, J. Lin, A.W. Fu, H. VanHerle
2006 IEEE Transactions on Information Technology in Biomedicine  
In this work, we introduce the new problem of finding time series discords. Time series discords are subsequences of longer time series that are maximally different to all the rest of the time series subsequences. They thus capture the sense of the most unusual subsequence within a time series. While discords have many uses for data mining, they are particularly attractive as anomaly detectors because they only require one intuitive parameter (the length of the subsequence), unlike most anomaly
more » ... detection algorithms that typically require many parameters. While the brute force algorithm to discover time series discords is quadratic in the length of the time series, we show a simple algorithm that is three to four orders of magnitude faster than brute force, while guaranteed to produce identical results. We evaluate our work with a comprehensive set of experiments on electrocardiograms and other medical datasets.
doi:10.1109/titb.2005.863870 pmid:16871709 fatcat:xl2ezudlmjcdlaosl3txq6nvwu