International Business Machines Corporation
CLASSIFICATION OF TIME SERIES DATA

Abstract:

Described are techniques for determining statistical properties of time series data. The techniques include a method comprising graphing, from time series data, a time series data graph. The method further comprises iteratively segmenting the time series data graph into respective pluralities of subgraphs using respective segmentation schemes until a first plurality of subgraphs generated by a first segmentation scheme exhibits a similarity between respective subgraphs of the first plurality of subgraphs satisfying a similarity threshold. The first segmentation scheme can be selected from: an equidistant segmentation scheme, a local extrema segmentation scheme, and a windowed segmentation scheme. The method further comprises associating a classification to the time series data based on the first segmentation scheme. The classification can be indicative of one selected from: stationarity of the time series data, periodicity of the time series data, and trending of the time series data.