On the need for time series data mining benchmarks

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On the need for time series data mining benchmarks: a survey and empirical demonstration

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International Conference on Knowledge Discovery and Data Mining archive
Proceedings of the eighth ACM SIGKDD international conference on Knowledge discovery and data mining table of contents

Edmonton, Alberta, Canada

SESSION: Streams and time series table of contents

Pages: 102 - 111

Year of Publication: 2002

ISBN:1-58113-567-X

Authors

Eamonn Keogh	University of California - Riverside, Riverside, CA
Shruti Kasetty	University of California - Riverside, Riverside, CA

Sponsors

SIGKDD: ACM Special Interest Group on Knowledge Discovery in Data
SIGMOD: ACM Special Interest Group on Management of Data
: AAAI

Publisher

ACM New York, NY, USA

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Downloads (6 Weeks): 32, Downloads (12 Months): 285, Citation Count: 48

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ABSTRACT

In the last decade there has been an explosion of interest in mining time series data. Literally hundreds of papers have introduced new algorithms to index, classify, cluster and segment time series. In this work we make the following claim. Much of this work has very little utility because the contribution made (speed in the case of indexing, accuracy in the case of classification and clustering, model accuracy in the case of segmentation) offer an amount of "improvement" that would have been completely dwarfed by the variance that would have been observed by testing on many real world datasets, or the variance that would have been observed by changing minor (unstated) implementation details.To illustrate our point, we have undertaken the most exhaustive set of time series experiments ever attempted, re-implementing the contribution of more than two dozen papers, and testing them on 50 real world, highly diverse datasets. Our empirical results strongly support our assertion, and suggest the need for a set of time series benchmarks and more careful empirical evaluation in the data mining community.

REFERENCES

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