Aras Yurtman

Daan Van Wesenbeeck, Aras Yurtman, Wannes Meert et al.

Time Series Motif Discovery (TSMD) refers to the task of identifying patterns that occur multiple times (possibly with minor variations) in a time series. All existing methods for TSMD have one or more of the following limitations: they only look for the two most similar occurrences of a pattern; they only look for patterns of a pre-specified, fixed length; they cannot handle variability along the time axis; and they only handle univariate time series. In this paper, we present a new method, LoCoMotif, that has none of these limitations. The method is motivated by a concrete use case from physiotherapy. We demonstrate the value of the proposed method on this use case. We also introduce a new quantitative evaluation metric for motif discovery, and benchmark data for comparing TSMD methods. LoCoMotif substantially outperforms the existing methods, on top of being more broadly applicable.

Daan Van Wesenbeeck, Aras Yurtman, Wannes Meert et al.

Time Series Motif Discovery (TSMD), which aims at finding recurring patterns in time series, is an important task in numerous application domains, and many methods for this task exist. These methods are usually evaluated qualitatively. A few metrics for quantitative evaluation, where discovered motifs are compared to some ground truth, have been proposed, but they typically make implicit assumptions that limit their applicability. This paper introduces PROM, a broadly applicable metric that overcomes those limitations, and TSMD-Bench, a benchmark for quantitative evaluation of time series motif discovery. Experiments with PROM and TSMD-Bench show that PROM provides a more comprehensive evaluation than existing metrics, that TSMD-Bench is a more challenging benchmark than earlier ones, and that the combination can help understand the relative performance of TSMD methods. More generally, the proposed approach enables large-scale, systematic performance comparisons in this field.

Aras Yurtman, Daan Van Wesenbeeck, Wannes Meert et al.

Time Series Motif Discovery (TSMD) identifies repeating patterns in time series data, but its unsupervised nature might result in motifs that are not interesting to the user. To address this, we propose a framework that allows the user to impose constraints on the motifs to be discovered, where constraints can easily be defined according to the properties of the desired motifs in the application domain. We also propose an efficient implementation of the framework, the LoCoMotif-DoK algorithm. We demonstrate that LoCoMotif-DoK can effectively leverage domain knowledge in real and synthetic data, outperforming other TSMD techniques which only support a limited form of domain knowledge.

J. Soenen, A. Yurtman, T. Becker et al.

To enable the transition from fossil fuels towards renewable energy, the low-voltage grid needs to be reinforced at a faster pace and on a larger scale than was historically the case. To efficiently plan reinforcements, one needs to estimate the currents and voltages throughout the grid, which are unknown but can be calculated from the grid layout and the electricity consumption time series of each consumer. However, for many consumers, these time series are unknown and have to be estimated from the available consumer information. We refer to this task as scenario generation. The state-of-the-art approach that generates electricity consumption scenarios is complex, resulting in a computationally expensive procedure with only limited interpretability. To alleviate these drawbacks, we propose a fast and interpretable scenario generation technique based on predictive clustering trees (PCTs) that does not compromise accuracy. In our experiments on three datasets from different locations, we found that our proposed approach generates time series that are at least as accurate as the state-of-the-art while being at least 7 times faster in training and prediction. Moreover, the interpretability of the PCT allows domain experts to gain insight into their data while simultaneously building trust in the predictions of the model.