Mining characteristic multi-scale motifs in sensor-based time series

More and more, physical systems are being fitted with various kinds of sensors in order to monitor their behavior, health or intensity of use. The large quantities of time series data collected from these complex systems often exhibit two important characteristics: the data is a combination of various superimposed effects operating at different time scales, and each effect shows a fair degree of repetition. Each of these effects can be described by a small collection of motifs: recurring temporal patterns in the data. We propose a method to discover characteristic and potentially overlapping motifs at multiple time scales, taking into account systemic deformations and temporal warping. Our method is based on a combination of scale-space theory and the Minimum Description Length principle. We show its effectiveness on two time series datasets from real world applications.status: publishe