Pattern Selection Problems in Multivariate Time-Series using - PowerPoint PPT Presentation

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Pattern Selection Problems in Multivariate Time-Series using Equation Discovery Arne Koopman, Arno Knobbe, Marving Meeng Leiden University. The university to discover. InfraWatch Data Mining for Infrastructure Asset Management - Hollandse Brug

Pattern Selection Problems in Multivariate Time-Series using Equation Discovery Arne Koopman, Arno Knobbe, Marving Meeng Leiden University. The university to discover.
InfraWatch Data Mining for Infrastructure Asset Management - Hollandse Brug – a Dutch highway bridge - Monitoring of events (i.e. degradation, congestion) Leiden University. The university to discover.
InfraWatch - 145 sensors: continuous time-series data - Various types: geophones, strain sensors, temperature sensors Leiden University. The university to discover.
(Too) Much Sensor Data? - 145 sensors : 145 continuous streams - Sampling at 100 Hz : ~4GB /day - Is all of this useful? - Or… can we select a few sensors that provide a good view on the whole system? Leiden University. The university to discover.
Relevant Sensors - Idea: sensors that have similar sensor readings are assumed redundant - Select a set of non- redundant sensors that provide a overall picture of the complete system Leiden University. The university to discover.
Sets of Sensors = Equation - Sensor x is described by a sensor set - Select a set of sensors that have events that coincide : they describe the same events Leiden University. The university to discover.
Equations - LaGramge’s grammar defines an equation type, - such as linear: - ..or differential: - … or, can use expert knowledge to define known relations between signals Leiden University. The university to discover.
Which Equations? LaGramge - Fit candidate equations to the data - Pick all equations that fit the signal well Selection - Pick equation set that models the system well Leiden University. The university to discover.
Selecting on Quality - Signals in similar range, therefore: do not boost signals too much - Select equations with scalars c close to 1 - 2 greedy search strategies: ascending and descending size ordered candidate equations Leiden University. The university to discover.
Compact Equations - Example - Sensor 100 is explained by sensors that are close by, and have signals that are correlated Leiden University. The university to discover.
Final Remarks Equation Discovery - LaGramge suitable to bridge the gap between continuous data and pattern discovery - Equation sets can be used as a compact description of a continuous system InfraWatch - Visit our website: www.infrawatch.com Leiden University. The university to discover.

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