Time Series Subsequence

Time series subsequence analysis focuses on identifying and characterizing meaningful patterns within segments of time-series data, aiming to extract insights from complex temporal information. Current research emphasizes robust methods for subsequence discovery and classification, often employing techniques like autoencoders, clustering algorithms (including k-means++ and spectral clustering), and novel neural network architectures such as ego-network transformers, to handle noisy data and complex relationships between subsequences. These advancements improve the ability to detect lead-lag relationships, identify evolving patterns (time series chains), and perform accurate clustering, with applications ranging from financial market analysis and environmental monitoring to condition-based maintenance in industrial settings.

Papers