This is the source code for our SDM2022 paper: joint time series chain: detecting unusual evolving trend across time series.
The main function is TSC_join.
To run the demo example, please run Demo_JTSC after download the data.
The data could be find in here.
The parameters are as follows:
A: real-value array of normal data
B: real-value array of abnormal data
f: file name for storing matrix profile
run_mp: 1 if we need to rerun matrix profile; 0 if we stored matrix profile before. In that case, we need to place a pre-computed mp in the same folder.
SubseqLength: subsequence length of time series chain. Default value is set as 45.
To run the demo in Matlab:
Demo_JTSC
If you find the work or the data helpful, please cite the following:
@inproceedings{zhang2022joint,
title={Joint Time Series Chain: Detecting Unusual Evolving Trend across Time Series},
author={Zhang, Li and Patel, Nital and Li, Xiuqi and Lin, Jessica},
booktitle={Proceedings of the 2022 SIAM International Conference on Data Mining (SDM)},
pages={208--216},
year={2022},
organization={SIAM}
}