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System and method for identifying associations and evolution patterns among data elements

A data and pattern technology, applied in the field of data analysis, can solve problems such as inability to obtain time series correlations, manual division, etc., and achieve the effects of optimizing time length and time lag constraints, improving accuracy, and identifying accurately

Active Publication Date: 2020-06-02
NEC CORP
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  • Summary
  • Abstract
  • Description
  • Claims
  • Application Information

AI Technical Summary

Problems solved by technology

[0006] However, the above method has the following problems: it can only mine the static association relationship in the time series, and it is necessary to manually divide the time series to obtain the association of different time periods
In addition, time-varying associations in time series cannot be obtained

Method used

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  • System and method for identifying associations and evolution patterns among data elements
  • System and method for identifying associations and evolution patterns among data elements
  • System and method for identifying associations and evolution patterns among data elements

Examples

Experimental program
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Effect test

Embodiment 1

[0034] The preprocessing unit 110 preprocesses the collected data to obtain a processed data sequence. In this embodiment, the collected data may include, for example, meteorological data and air quality data, and preferably also includes at least one item of traffic data, population density data, and pollution source data.

[0035] In this embodiment, the preprocessing performed by the preprocessing unit 110 may include the following aspects:

[0036] (1) Normalize the collected data into data sequences with the same time scale.

[0037] (2) Stabilize the normalized data sequence. For example, if the time series is non-stationary, it can be differenced to make it stationary.

[0038] (3) Based on the duration and time lag constraints, the smoothed data sequence is converted into a sample sequence. For example, the transformation parameters of each data element may be duration and time lag constraints. Transformation parameters may be set based on experience or prior knowl...

Embodiment 2

[0062] The difference between Embodiment 2 and Embodiment 1 is that: the duration and time lag constraints are optimized to improve the accuracy of causality discovery. This operation can be performed by figure 1 The preprocessing unit 110 shown in is implemented. Below, combine figure 1 The specific details of Embodiment 2 are described in detail with FIGS. 8-9.

[0063] First, set L>T according to empirical knowledge, that is, select an optimal time segment [t1, t2] in the range [1, L]. For example, L=10 may be set.

[0064] Then, use the following formula to get β:

[0065]

[0066] The formula includes two function penalty items, the former is a sparse penalty item, and the latter is a penalty item to ensure continuity. The meanings of the parameters in this formula are as follows:

[0067] -N is the number of samples, which can be regarded as the length of the Y sequence.

[0068] -L is a preset value, that is, in the [1, L] time range, select an optimal time se...

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Abstract

The invention provides a system for recognizing correlations among data elements of multivariate time sequence data and an evolution pattern. The system includes: a pre-treatment unit configured to perform pre-treatment on acquired data to obtain a treated data sequence; a correlation discovery unit configured to discover the correlations among the data elements of the multivariate time sequence data from the pre-treated data through a Granger causal graphical model to obtain a causal graphical sequence; and an evolution pattern discovery unit configured to perform aggregation on the obtained causal graphical sequence to discover an evolution pattern of a causality. The invention also provides a method for recognizing the correlations among the data elements of the multivariate time sequence data and the evolution pattern. Through the system and the method, the correlations among the data elements of the multivariate time sequence data and the evolution pattern can be effectively recognized, and the recognition of the causality is more accurate.

Description

technical field [0001] The present application relates to the field of data analysis, in particular to a system and method for identifying associations and evolution patterns among data elements of multivariate time series data. Background technique [0002] Identifying associations and evolution patterns among data elements of multivariate time-series data is a complex process because individual time-series data data elements change dynamically over time and space. Existing identification methods usually divide the time series into fixed-length segments based on experience, or manually set parameters based on prior knowledge. [0003] For example, Non-Patent Document 1 (“Learning Spatial-Temporal Varying Graphs with Applications to Climate Data Analysis”, Xi Chen, AAAI, 2010) proposes a pattern recognition method for dynamic relationship graphs based on Markov Random Field. The method mainly includes the following steps: [0004] Data preprocessing was performed first, wh...

Claims

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Application Information

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Patent Type & Authority Patents(China)
IPC IPC(8): G06F16/2455
Inventor 张霓胡卫松潘征
Owner NEC CORP