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arXiv · 2304.06168

NP-Free: A Real-Time Normalization-free and Parameter-tuning-free Representation Approach for Open-ended Time Series

Ming-Chang Lee·Jia-Chun Lin·Volker Stolz
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Abstract

As more connected devices are implemented in a cyber-physical world and data is expected to be collected and processed in real time, the ability to handle time series data has become increasingly significant. To help analyze time series in data mining applications, many time series representation approaches have been proposed to convert a raw time series into another series for representing the original time series. However, existing approaches are not designed for open-ended time series (which is a sequence of data points being continuously collected at a fixed interval without any length limit) because these approaches need to know the total length of the target time series in advance and pre-process the entire time series using normalization methods. Furthermore, many representation approaches require users to configure and tune some parameters beforehand in order to achieve satisfactory representation results. In this paper, we propose NP-Free, a real-time Normalization-free and Parameter-tuning-free representation approach for open-ended time series. Without needing to use any normalization method or tune any parameter, NP-Free can generate a representation for a raw time series on the fly by converting each data point of the time series into a root-mean-square error (RMSE) value based on Long Short-Term Memory (LSTM) and a Look-Back and Predict-Forward strategy. To demonstrate the capability of NP-Free in representing time series, we conducted several experiments based on real-world open-source time series datasets. We also evaluated the time consumption of NP-Free in generating representations.

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Ming-Chang Lee, Jia-Chun Lin, Volker Stolz. 2023-04-12. NP-Free: A Real-Time Normalization-free and Parameter-tuning-free Representation Approach for Open-ended Time Series. https://arxiv.org/abs/2304.06168

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