TimeSeer: Scagnostics for High-Dimensional Time Series

Tuan Nhon Dang, Anushka Anand, Leland Wilkinson
2013 IEEE Transactions on Visualization and Computer Graphics  
Fig. 1 . Visualization of US Employment data highlighting the Outlying Scagnostic feature. Abstract-We 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,
more » ... 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.
doi:10.1109/tvcg.2012.128 pmid:23307611 fatcat:ob4tgzeznrefladk4zkwl3n25a