Methods for the cyclical pattern determination of time-series data using a clustering approach

摘要

Cycles and other patterns within time-series data are determined. Time-series data are transformed into discretized sets of clustered data that are organized by time period. Comparison is made of the organized data to determine similar time periods and multiclusters of the similar time periods are formed. From the multicluster data, cycles are identified from which thresholds and other useful data may be derived, or the data used for other useful purposes.

主权项

1. A method that detects and records patterns in a data set stored in one or more physical data-storage devices within a computer system, the computer system controlled to carry out the method by execution of computer instructions stored in a memory of the computer system, the method comprising:
clustering a data set comprising multiple data-point/time-point pairs into one or more clusters, each cluster associated with a cluster index and each data point contained in a single cluster; generating a discretized data set by replacing each data point of each data-point/time-point pair within the data set with a cluster index for the cluster that contains the data point; for each large time interval of an ordered set of contiguous large time intervals, dividing the large time interval into small time intervals and storing, for each small time interval, an indication, for each cluster, of whether or not the discretized data set includes an index for the cluster associated with a time point in the small time interval; clustering large time intervals into large-time-interval clusters, each large-time-interval cluster associated with a large-time-interval-cluster index; constructing an ordered set of discretized large time intervals by replacing each large time interval in the ordered set of large time intervals with a large-time-interval-cluster index for the large-time-interval cluster that contains the large time interval; identifying at least one periodic occurrence of large-time-interval-cluster indexes in the ordered set of discretized large time intervals; and storing an indication of the identified periodic occurrence in a physical data-storage device.