1. Review

2. Time Series Data 050100150200250300350400450500 23 24 25 26 27 28 29 25.1750 25.2250 25.2500 25.2750 25.3250 25.3500 25.4000 25.3250 25.2250 25.2000 25.1750.. 24.6250 24.6750 24.6250 24.6750 24.7500 A time series is a collection of observations made sequentially in time. time axis value axis

3. Time Series Problems (from a databases perspective) The Similarity Problem X = x 1, x 2, …, x n and Y = y 1, y 2, …, y n Define and compute Sim(X, Y) –E.g. do stocks X and Y have similar movements? Retrieve efficiently similar time series (Similarity Queries)

4. Similarity Models Euclidean and Lp based Dynamic Time Warping Edit Distance and LCS based Probabilistic (using Markov Models) Landmarks How appropriate a similarity model is depends on the application

5. Euclidean model Query Q n datapoints S Q Euclidean Distance between two time series Q = {q 1, q 2, …, q n } and S = {s 1, s 2, …, s n } Distance 0.98 0.07 0.21 0.43 Rank 4 1 2 3 Database n datapoints

6. Dynamic Time Warping [Berndt, Clifford, 1994] Allows acceleration-deceleration of signals along the time dimension Basic idea –Consider X = x 1, x 2, …, x n, and Y = y 1, y 2, …, y n –We are allowed to extend each sequence by repeating elements –Euclidean distance now calculated between the extended sequences X’ and Y’

7. X Y warping path j = i – w j = i + w Dynamic Time Warping [Berndt, Clifford, 1994]

8. Restrictions on Warping Paths Monotonicity –Path should not go down or to the left Continuity –No elements may be skipped in a sequence Warping Window | i – j | <= w

9. Formulation Let D(i, j) refer to the dynamic time warping distance between the subsequences x 1, x 2, …, x i y 1, y 2, …, y j D(i, j) = | x i – y j | + min { D(i – 1, j), D(i – 1, j – 1), D(i, j – 1) }

10. Basic LCS Idea X = 3, 2, 5, 7, 4, 8, 10, 7 Y = 2, 5, 4, 7, 3, 10, 8, 6 LCS = 2, 5, 7, 10 Sim(X,Y) = |LCS| or Sim(X,Y) = |LCS| /n Longest Common Subsequence Edit Distance is another possibility

11. Indexing Time Series using ‘GEMINI’ (GEneric Multimedia INdexIng) Extract a few numerical features, for a ‘quick and dirty’ test

12. day 1365 day 1365 S1 Sn F(S1) F(Sn) ‘GEMINI’ - Pictorially eg, avg eg,. std

13. GEMINI Solution: Quick-and-dirty' filter: extract n features (numbers, eg., avg., etc.) map into a point in n-d feature space organize points with off-the-shelf spatial access method (‘SAM’) discard false alarms

14. GEMINI Important: Q: how to guarantee no false dismissals? A1: preserve distances (but: difficult/impossible) A2: Lower-bounding lemma: if the mapping ‘makes things look closer’, then there are no false dismissals

15. Feature Extraction How to extract the features? How to define the feature space? Fourier transform Wavelets transform Averages of segments (Histograms or APCA)

16. Piecewise Aggregate Approximation (PAA) value axis time axis Original time series (n-dimensional vector) S={s 1, s 2, …, s n } n’-segment PAA representation (n’-d vector) S = {sv 1, sv 2, …, sv n’ } sv 1 sv 2 sv 3 sv 4 sv 5 sv 6 sv 7 sv 8 PAA representation satisfies the lower bounding lemma (Keogh, Chakrabarti, Mehrotra and Pazzani, 2000; Yi and Faloutsos 2000)

17. Can we improve upon PAA? n’-segment PAA representation (n’-d vector) S = {sv 1, sv 2, …, sv N } sv 1 sv 2 sv 3 sv 4 sv 5 sv 6 sv 7 sv 8 sv 1 sv 2 sv 3 sv 4 sr 1 sr 2 sr 3 sr 4 n’/2-segment APCA representation (n’-d vector) S= { sv 1, sr 1, sv 2, sr 2, …, sv M, sr M } (M is the number of segments = n’/2) Adaptive Piecewise Constant Approximation (APCA)

18. Dimensionality Reduction Many problems (like time-series and image similarity) can be expressed as proximity problems in a high dimensional space Given a query point we try to find the points that are close… But in high-dimensional spaces things are different!

19. MDS (multidimensional scaling) Input: a set of N items, the pair-wise (dis) similarities and the dimensionality k Optimization criterion: stress = (  ij (D(S i,S j ) - D(S ki, S kj ) ) 2 /  ij D(S i,S j ) 2 ) 1/2 –where D(S i,S j ) be the distance between time series S i, S j, and D(S ki, S kj ) be the Euclidean distance of the k-dim representations Steepest descent algorithm: –start with an assignment (time series to k-dim point) –minimize stress by moving points

20. FastMap [ Faloutsos and Lin, 1995 ] Maps objects to k-dimensional points so that distances are preserved well It is an approximation of Multidimensional Scaling Works even when only distances are known Is efficient, and allows efficient query transformation

21. Other DR methods PCA (Principle Component Analysis) Move the center of the dataset to the center of the origins. Define the covariance matrix A T A. Use SVD and project the items on the first k eigenvectors Random projections

22. What is Data Mining? Data Mining is: (1) The efficient discovery of previously unknown, valid, potentially useful, understandable patterns in large datasets (2) The analysis of (often large) observational data sets to find unsuspected relationships and to summarize the data in novel ways that are both understandable and useful to the data owner

23. What is Data Mining? Data Mining is: (1) The efficient discovery of previously unknown, valid, potentially useful, understandable patterns in large datasets (2) The analysis of (often large) observational data sets to find unsuspected relationships and to summarize the data in novel ways that are both understandable and useful to the data owner

24. Association Rules Given: (1) database of transactions, (2) each transaction is a list of items (purchased by a customer in a visit) Find: all association rules that satisfy user-specified minimum support and minimum confidence interval Example: 30% of transactions that contain beer also contain diapers; 5% of transactions contain these items –30%: confidence of the rule –5%: support of the rule We are interested in finding all rules rather than verifying if a rule holds

25. Problem Decomposition 1. Find all sets of items that have minimum support (frequent itemsets) 2. Use the frequent itemsets to generate the desired rules

26. Mining Frequent Itemsets Apriori – Key idea: A subset of a frequent itemset must also be a frequent itemset (anti-monotonicity) Max-miner: –Idea: Instead of checking all subsets of a long pattern try to detect long patterns early

27. FP-tree Compress a large database into a compact, Frequent-Pattern tree (FP-tree) structure –highly condensed, but complete for frequent pattern mining Create the tree and then run recursively the algorithm over the tree (conditional base for each item)

28. Association Rules Multi-level association rules: each attribute has a hierarchy. Find rules per level or at different levels Quantitative association rules –Numerical attributes Other methods to find correlation: –Lift, correlation coefficient

29. What is Cluster Analysis? Cluster: a collection of data objects –Similar to one another within the same cluster –Dissimilar to the objects in other clusters Cluster analysis –Grouping a set of data objects into clusters Typical applications –As a stand-alone tool to get insight into data distribution –As a preprocessing step for other algorithms

30. Major Clustering Approaches Partitioning algorithms: Construct various partitions and then evaluate them by some criterion Hierarchical algorithms: Create a hierarchical decomposition of the set of data (or objects) using some criterion Density-based algorithms: based on connectivity and density functions Model-based: A model is hypothesized for each of the clusters and the idea is to find the best fit of that model to each other

31. Partitioning Algorithms: Basic Concept Partitioning method: Construct a partition of a database D of n objects into a set of k clusters Given a k, find a partition of k clusters that optimizes the chosen partitioning criterion –Global optimal: exhaustively enumerate all partitions –Heuristic methods: k-means and k-medoids algorithms –k-means (MacQueen’67): Each cluster is represented by the center of the cluster –k-medoids or PAM (Partition around medoids) (Kaufman & Rousseeuw’87): Each cluster is represented by one of the objects in the cluster

32. Optimization problem The goal is to optimize a score function The most commonly used is the square error criterion:

33. CLARANS (“Randomized” CLARA) CLARANS (A Clustering Algorithm based on Randomized Search) (Ng and Han’94) CLARANS draws sample of neighbors dynamically The clustering process can be presented as searching a graph where every node is a potential solution, that is, a set of k medoids If the local optimum is found, CLARANS starts with new randomly selected node in search for a new local optimum It is more efficient and scalable than both PAM and CLARA

34. Hierarchical Clustering Use distance matrix as clustering criteria. This method does not require the number of clusters k as an input, but needs a termination condition Step 0 Step 1Step 2Step 3Step 4 b d c e a a b d e c d e a b c d e Step 4 Step 3Step 2Step 1Step 0 agglomerative (AGNES) divisive (DIANA)

35. HAC Different approaches to merge clusters: –Min distance –Average distance –Max distance –Distance of the centers

36. BIRCH Birch: Balanced Iterative Reducing and Clustering using Hierarchies, by Zhang, Ramakrishnan, Livny (SIGMOD’96) Incrementally construct a CF (Clustering Feature) tree, a hierarchical data structure for multiphase clustering –Phase 1: scan DB to build an initial in-memory CF tree (a multi-level compression of the data that tries to preserve the inherent clustering structure of the data) –Phase 2: use an arbitrary clustering algorithm to cluster the leaf nodes of the CF-tree

37. CURE (Clustering Using REpresentatives ) CURE: proposed by Guha, Rastogi & Shim, 1998 –Stops the creation of a cluster hierarchy if a level consists of k clusters –Uses multiple representative points to evaluate the distance between clusters, adjusts well to arbitrary shaped clusters and avoids single-link effect

38. Density-Based Clustering Methods Clustering based on density (local cluster criterion), such as density-connected points Major features: –Discover clusters of arbitrary shape –Handle noise –One scan –Need density parameters as termination condition Several interesting studies: –DBSCAN: Ester, et al. (KDD’96) –OPTICS: Ankerst, et al (SIGMOD’99). –DENCLUE: Hinneburg & D. Keim (KDD’98) –CLIQUE: Agrawal, et al. (SIGMOD’98)

39. Model based clustering Assume data generated from K probability distributions Typically Gaussian distribution Soft or probabilistic version of K-means clustering Need to find distribution parameters. EM Algorithm

40. Classification Given old data about customers and payments, predict new applicant’s loan eligibility. Age Salary Profession Location Customer type Previous customersClassifierDecision rules Salary > 5 L Prof. = Exec New applicant’s data Good/ bad

41. Tree where internal nodes are simple decision rules on one or more attributes and leaf nodes are predicted class labels. Decision trees Salary < 1 M Prof = teaching Good Age < 30 Bad Good

42. Building tree GrowTree (TrainingData D ) Partition( D ); Partition (Data D ) if (all points in D belong to the same class) then return; for each attribute A do evaluate splits on attribute A; use best split found to partition D into D1 and D2; Partition( D1 ); Partition( D2 );

43. Split Criteria Select the attribute that is best for classification. Information Gain: Gini Index: Gini(D) = 1 -  p j 2 Gini split (D) = n 1 * gini(D 1 ) + n 2 * gini(D 2 ) n n

44. SLIQ (Supervised Learning In Quest) Decision-tree classifier for data mining Design goals: – Able to handle large disk-resident training sets – No restrictions on training-set size

45. Bayesian Classification Probabilistic approach based on Bayes theorem: MAP (maximum posteriori) hypothesis

46. Naïve Bayes Classifier (I) A simplified assumption: attributes are conditionally independent: Greatly reduces the computation cost, only count the class distribution.

47. Bayesian Belief Networks (I) Age Diabetes Insulin FamilyH Mass Glucose M ~M (FH, A)(FH, ~A)(~FH, A)(~FH, ~A) 0.8 0.2 0.5 0.7 0.3 0.1 0.9 Bayesian Belief Networks The conditional probability table for the variable Mass