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Automated Mining of Approximate Periodicity on Numeric Data: A Statistical Approach

Published: 23 March 2018 Publication History

Abstract

As an active subfield of Automated Machine Learning, automated structural analysis focuses on extracting the structural information, such as periodicity, from the data automatically, enabling automated data cleaning and feature extraction. Little research, however, has been done on the periodicity mining from numeric data that contain noises and missing points. In this paper, we present a practical and innovative framework to close this gap. To validate our approach, we carry out detailed simulation studies and real data analyses. The experimental results show that our framework is more robust to data granularity with better accuracy and computational efficiency when comparing with baseline methods. Moreover, the results imply that our proposed method is insensitive to data jitters, noise points and missing signal points.

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  1. Automated Mining of Approximate Periodicity on Numeric Data: A Statistical Approach

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      cover image ACM Other conferences
      ICCDA '18: Proceedings of the 2nd International Conference on Compute and Data Analysis
      March 2018
      94 pages
      ISBN:9781450363594
      DOI:10.1145/3193077
      Permission to make digital or hard copies of all or part of this work for personal or classroom use is granted without fee provided that copies are not made or distributed for profit or commercial advantage and that copies bear this notice and the full citation on the first page. Copyrights for components of this work owned by others than the author(s) must be honored. Abstracting with credit is permitted. To copy otherwise, or republish, to post on servers or to redistribute to lists, requires prior specific permission and/or a fee. Request permissions from [email protected].

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      New York, NY, United States

      Publication History

      Published: 23 March 2018

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      Author Tags

      1. Automated Machine Learning
      2. Numeric Sequence
      3. Periodicity Detection

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