Proceedings of the 2005 SIAM International Conference on Data Mining 2005
DOI: 10.1137/1.9781611972757.40
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On Periodicity Detection and Structural Periodic Similarity

Abstract: This work motivates the need for more flexible structural similarity measures between time-series sequences, which are based on the extraction of important periodic features. Specifically, we present non-parametric methods for accurate periodicity detection and we introduce new periodic distance measures for time-series sequences. The goal of these tools and techniques are to assist in detecting, monitoring and visualizing structural periodic changes. It is our belief that these methods can be directly applica… Show more

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Cited by 202 publications
(127 citation statements)
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“…Since period and frequency are the reverse of each other, dominant periods can be identified by finding frequencies which carry most of the energy. Periodogram and circular autocorrelation are two popular estimators that are used to find PSD [17]. Both methods are calculated using Discrete Fourier Transform (DFT) [18].…”
Section: Periodicitymentioning
confidence: 99%
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“…Since period and frequency are the reverse of each other, dominant periods can be identified by finding frequencies which carry most of the energy. Periodogram and circular autocorrelation are two popular estimators that are used to find PSD [17]. Both methods are calculated using Discrete Fourier Transform (DFT) [18].…”
Section: Periodicitymentioning
confidence: 99%
“…Low accuracy in detection of large period components and spectral leakage are two main issues associated with this estimator [17]. The second way to find dominant periods in a time series is to estimate circular autocorrelation function(ACF):…”
Section: Periodicitymentioning
confidence: 99%
See 1 more Smart Citation
“…A well known estimator of the PSD is the periodogram, which is a vector comprised of the squared magnitude of the Fourier coefficients. We use AUTOPERIOD [26], a two-tier approach by considering the information in both the autocorrelation and the periodogram, to detect periods for each word. Unfortunately, the method fails to detect meaningful periodic words because the time series are sparse and few words have apparent periodic patterns.…”
Section: B Qualitative Evaluation 1) Topics Discovered By Lptamentioning
confidence: 99%
“…Due to the importance of periodicity analysis, many research works have been proposed in periodicity detection for time series database [20], [9], [30], [7], [26]. Some studies follow the similar strategies to analyze the time distribution of a single tag or query to detect periodic patterns [25], [6], [22].…”
Section: Introductionmentioning
confidence: 99%