Discovering
the Intrinsic Cardinality and Dimensionality
of Time Series using Minimum Description Length
Supporting
Material
- Slide
to briefly explain our idea including all figures in higher resolution.
Intrinsic
Cardinality and Dimensionality
Donoho-Johnstone Benchmark
- This well-known benchmark is created ten years ago and
cited by many publications.
- You can download this benchmark at ftp://ftp.sas.com/pub/neural/dojo/dojo.html.
- We also provide the mirror of the time series in txt file here.
Note that this file is required to run the codes for figure 9, 10, and
11.
- Source
code for generating the result in figure 9. Matlab
figure behind figure 9. (Find an intrinsic dimensionality)
- Source
code for generating the result in figure 10. Matlab
figure behind figure 10. (Find an intrinsic cardinality)
- Source
code for generating the result in figure 11. Matlab figure
behind figure 11. (Compare among three models)
Physiology
Dataset
- Above time
series is an excerpt data from the Muscle dataset in [1].
- Original
data is in the author's
webpage; we also provided the mirror of the
data here.
- Source code
for generating the result in figure 13.
- Matlab figure
to show the result in figure 13.
Ourlier
Detection
Astronomy Dataset
- Six of 5,327 star light curves time series in class RRL
annotated anomalies by human from [2].
- The mirror of the dataset with labels can be downloaded here.
Cardiology Dataset

- A cardiology data from PhysioBank
ATM of the MIT BIH Arrhythmia dataset, record 108, signal
MLII.
- The mirror of the timeseries can be downloaded here.
Compare to
L-method
- The time series are easily generated by step function with
noise. Time series of six steps is shown in figure above.
- We compare our method with L-method; The comparison result
shows that our method can find the correct dimensionality in
every case.
- We tested on 2-step time series to 16-step time series.
These are the results for our method
and L-method.
Source Code
- Code
for discovering an intrinsic dimensionality of APCA
model. (Fix cardinality)
- Code
for discovering an intrinsic dimensionality of PLA
model. (Fix cardinality)
- Code
for discovering an intrinsic dimensionality of DFT
model.(Fix cardinality)
- Code
for discovering an intrinsic cardinality of APCA model. (Fix
dimensionality)
References:
- [1] Mörchen, F. and Ultsch, A. 2005. Optimizing
time
series
discretization for knowledge discovery. KDD, 660-665.
- [2] Protopapas,
P., Giammarco, J. M., Faccioli, L., Struble, M. F., Dave, R., and
Alcock, C. 2006. Finding outlier light-curves in catalogs of periodic
variable stars. Monthly Notices of the Royal Astronomical Society, 369
(2006), 677–696.
Contact Information:
rakthant
"at" cs
"dot" ucr
"dot" edu